Neofytos Rodosthenous

Available identifiers

Publication	Date of Publication	Type
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	2023-10-26	Paper
Optimal stopping games in models with various information flows	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	2021-03-23	Paper
Optimal Control of Debt-to-GDP Ratio in an $N$-State Regime Switching Economy	2020-03-20	Paper
Discretionary stopping of stochastic differential equations with generalised drift	2019-12-12	Paper
On the Pricing of Perpetual American Compound Options	2018-12-13	Paper
Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models	2018-11-07	Paper
Watermark options	2017-01-12	Paper
Perpetual American options in diffusion-type models with running maxima and drawdowns	2016-04-20	Paper
Robustness of the $N$-CUSUM stopping rule in a Wiener disorder problem	2015-11-24	Paper
On the drawdowns and drawups in diffusion-type models with running maxima and minima	2015-11-10	Paper
Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns	2014-10-15	Paper
Perpetual American options in a diffusion model with piecewise-linear coefficients	2013-04-23	Paper

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