Papers:

100. C.Fuertes, A. Papanicolaou (2011) “Implied Measures of Volatility” arXiv
     

A. Papanicolaou (2011) “Nonlinear Filtering for Hidden Markov Models with Fast Mean-Reverting States” (To Appear SIAM J. Multiscale Modeling and Simulation) arXiv

1. A.Papanicolaou (2010) “Filtering Fast Mean-Reverting Processes” Asymptotic Analysis, Vol. 70, No. 3-4, pp. 155-176. article, pdf
   

Teaching:

ORFE 405, Financial Time Series (Fall 2011)

Stochastic Analysis Seminar (Spring 2011)

CV:

papanicolaouCV.pdf

Post-Doctoral Researcher & Lecture.

Department of Operations Research and Financial Engineering.

Princeton University

Sherrerd Hall

Charlton st.

Princeton NJ

08544

609-258-8803

apapanic(at)princeton(dot)edu