Olympia Hadjiliadis

Available identifiers

Publication	Date of Publication	Type
One Shot Schemes for Decentralized Quickest Change Detection	2017-08-08	Paper
Quickest detection in the Wiener disorder problem with post-change uncertainty	2017-04-11	Paper
Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem	2015-11-24	Paper
Book Review: Contract theory in continuous-time models	2015-06-09	Paper
Quickest Detection in Coupled Systems	2014-09-26	Paper
Stochastic modeling and fair valuation of drawdown insurance	2014-06-23	Paper
Drawdowns and the speed of market crash	2013-01-11	Paper
MAXIMUM DRAWDOWN INSURANCE	2012-03-13	Paper
Drawdowns and rallies in a finite time-horizon. Drawdowns and rallies	2010-05-28	Paper
On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model	2010-04-26	Paper
Formulas for the Laplace Transform of Stopping Times based on Drawdowns and Drawups	2009-11-08	Paper
Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups	2009-07-29	Paper
A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model	2009-04-02	Paper
Quickest Detection	2008-12-04	Paper
Drawdowns preceding rallies in the Brownian motion model	2007-05-09	Paper
Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model	2006-06-29	Paper
Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives	2006-06-09	Paper

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