Evangelos Georgiadis

We set a lower bound on the complexity of options pricing formulae in the lattice metric by proving that no general explicit or closed form (hypergeometric) expression for pricing vanilla European call and put options exists when employing the binomial lattice approach. Expand

We investigate the probability, and duration, of successful bitcoin attacks, and present a recurrence equation for the above-mentioned probability of success, that enables a very fast compilation of these probabilities. Expand

We count the number of walks of length $n$ on a circular digraph that cover all $k$ nodes in two ways. Expand

We show that the maximal formula size for 3-input Boolean functions over basis Ω1 is 5. Expand