11 citations · 46 across the 32 of their papers we have counts for
32 papers
Short-Rate Derivatives in a Higher-for-Longer Environment
Aram Karakhanyan, Takis Konstantopoulos, Matthew Lorig +1
We introduce a class of short-rate models that exhibit a ``higher for longer'' phenomenon. Specifically, the short-rate is modeled as a general time-homogeneous one-factor Markov d…
A combinatorial approach to phase transitions in random graph isomorphism problems
Dimitris Diamantidis, Takis Konstantopoulos, Linglong Yuan
We consider two independent Erdős-Rényi random graphs, with possibly different parameters, and study two isomorphism problems, a graph embedding problem and a common subgraph probl…
A new class of solutions to the van Dantzig problem, the Lee-Yang property, and the Riemann hypothesis
T. Konstantopoulos, P. Patie, R. Sarkar
The purpose of this paper is to carry out an in-depth analysis of the intriguing van Dantzig problem which consists on characterizing the set of analytic characteristi…
Estimation of the last passage percolation constant in a charged complete directed acyclic graph via perfect simulation
Sergey Foss, Takis Konstantopoulos, Bastien Mallein +1
Our object of study is the asymptotic growth of heaviest paths in a charged (weighted with signed weights) complete directed acyclic graph. Edge charges are i.i.d. random variables…
Age of Information for Small Buffer Systems
George Kesidis, Takis Konstantopoulos, Michael Zazanis
Consider a message processing system whose objective is to produce the most current information as measured by the quantity known as "age of information". We have argued in previou…
Age of information distribution under dynamic service preemption
George Kesidis, Takis Konstantopoulos, Michael A. Zazanis
Age of Information (AoI) has emerged as an important quality-of-service measure for applications that prioritize delivery of the freshest information, e.g., virtual or augmented re…