Olympia Hadjiliadis

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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

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