Neofytos Rodosthenous

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A stochastic non-zero-sum game of controlling the debt-to-GDP ratio Applied Mathematics and Optimization	2024-11-24	Paper
Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costs Journal of Economic Dynamics and Control	2024-07-04	Paper
A Stochastic Non-Zero-Sum Game of Controlling the Debt-to-GDP Ratio	2023-11-29	Paper
Two-Sided Singular Control of an Inventory with Unknown Demand Trend SIAM Journal on Control and Optimization	2023-10-26	Paper
Optimal stopping games in models with various information flows Stochastic Analysis and Applications	2021-12-16	Paper
Non-zero-sum optimal stopping game with continuous versus periodic observations	2021-07-17	Paper
When to sell an asset amid anxiety about drawdowns Mathematical Finance	2021-03-23	Paper
Optimal control of debt-to-GDP ratio in an \(N\)-state regime switching economy SIAM Journal on Control and Optimization	2020-03-20	Paper
Discretionary stopping of stochastic differential equations with generalised drift Electronic Journal of Probability	2019-12-12	Paper
On the pricing of perpetual American compound options Inspired by Finance	2018-12-13	Paper
Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models The Annals of Applied Probability	2018-11-07	Paper
Watermark options Finance and Stochastics	2017-01-12	Paper
Perpetual American options in diffusion-type models with running maxima and drawdowns Stochastic Processes and their Applications	2016-04-20	Paper
Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem The Annals of Applied Probability	2015-11-24	Paper
On the drawdowns and drawups in diffusion-type models with running maxima and minima Journal of Mathematical Analysis and Applications	2015-11-10	Paper
Optimal stopping problems in diffusion-type models with running maxima and drawdowns Journal of Applied Probability	2014-10-15	Paper
Perpetual American options in a diffusion model with piecewise-linear coefficients Statistics & Risk Modeling	2013-04-23	Paper

Research outcomes over time

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