Olympia Hadjiliadis

From MaRDI portal
Revision as of 14:54, 28 January 2024 by Import240128110107 (talk | contribs) (Created automatically from import240128110107)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Person:894811

Available identifiers

zbMath Open hadjiliadis.olympiaMaRDI QIDQ894811

List of research outcomes

PublicationDate of PublicationType
One Shot Schemes for Decentralized Quickest Change Detection2017-08-08Paper
Quickest detection in the Wiener disorder problem with post-change uncertainty2017-04-11Paper
Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem2015-11-24Paper
Book Review: Contract theory in continuous-time models2015-06-09Paper
Quickest Detection in Coupled Systems2014-09-26Paper
Stochastic modeling and fair valuation of drawdown insurance2014-06-23Paper
Drawdowns and the speed of market crash2013-01-11Paper
MAXIMUM DRAWDOWN INSURANCE2012-03-13Paper
Drawdowns and rallies in a finite time-horizon. Drawdowns and rallies2010-05-28Paper
On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model2010-04-26Paper
Formulas for the Laplace Transform of Stopping Times based on Drawdowns and Drawups2009-11-08Paper
Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups2009-07-29Paper
A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model2009-04-02Paper
Quickest Detection2008-12-04Paper
Drawdowns preceding rallies in the Brownian motion model2007-05-09Paper
Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model2006-06-29Paper
Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives2006-06-09Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Olympia Hadjiliadis