Concepedia

Ari D. Andricopoulos

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Publications

4

Citations

259

H-Index

4

Active since

2002

Affiliations

University of Manchester(Current)

Ari D. Andricopoulos is an author at University of Manchester specializing in numerical analysis, engineering, and option pricing.

Top concepts

EngineeringOption PricingNumerical AnalysisMathematical ProgrammingApproximation TheoryBusinessAsset PricingComputer ScienceNumerical MethodsDiscrete Mathematics

Publications per year

2002–2006

4

Publications

4

Universal option valuation using quadrature methods

Ari D. Andricopoulos, Martin Widdicks, Peter W. Duck et al. · Journal of Financial Economics · 2003 · 158 citations

Numerical Analysis, Mathematical Programming, Option Pricing +5

Extending quadrature methods to value multi-asset and complex path dependent options

Ari D. Andricopoulos, Martin Widdicks, David Newton et al. · Journal of Financial Economics · 2006 · 54 citations

Numerical Analysis, Mathematical Programming, Option Pricing +3

On the enhanced convergence of standard lattice methods for option pricing

Martin Widdicks, Ari D. Andricopoulos, David Newton et al. · Journal of Futures Markets · 2002 · 31 citations

Numerical Analysis, Mathematical Programming, Option Pricing +14

Curtailing the Range for Lattice and Grid Methods

Ari D. Andricopoulos, Martin Widdicks, Peter W. Duck et al. · The Journal of Derivatives · 2004 · 16 citations

Mathematical Programming, Numerical Analysis, Engineering +16

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