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Michail Anthropelos

Michail Anthropelos

University of Piraeus - Piraeus / Greece
Others
AD Scientific Index ID: 5136602
Πανεπιστήμιο Πειραιώς
person_outline Michail Anthropelos's MOST POPULAR ARTICLES
1-) Competition in fund management and forward relative performance criteria SIAM Journal on Financial Mathematics 13 (4), 1271-1301, 2022
2-) Nash equilibria in optimal reinsurance bargaining Insurance: Mathematics and Economics 93, 196-205, 2020
3-) Equilibrium in risk-sharing games Finance and Stochastics 21 (3), 815-865, 2017
4-) Forward exponential performances: Pricing and optimal risk sharing SIAM Journal on Financial Mathematics 5 (1), 626-655, 2014
5-) ON AGENT’S AGREEMENT AND PARTIAL‐EQUILIBRIUM PRICING IN INCOMPLETE MARKETS Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010