Olympia Hadjiliadis

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
One Shot Schemes for Decentralized Quickest Change Detection IEEE Transactions on Information Theory	2017-08-08	Paper
Quickest detection in the Wiener disorder problem with post-change uncertainty Stochastics	2017-04-11	Paper
Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem The Annals of Applied Probability	2015-11-24	Paper
Book Review: Contract theory in continuous-time models Bulletin of the American Mathematical Society	2015-06-09	Paper
Quickest detection in coupled systems SIAM Journal on Control and Optimization	2014-09-26	Paper
Stochastic modeling and fair valuation of drawdown insurance Insurance Mathematics & Economics	2014-06-23	Paper
Drawdowns and the speed of market crash Methodology and Computing in Applied Probability	2013-01-11	Paper
Maximum drawdown insurance International Journal of Theoretical and Applied Finance	2012-03-13	Paper
Drawdowns and rallies in a finite time-horizon. Drawdowns and rallies Methodology and Computing in Applied Probability	2010-05-28	Paper
On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model Theory of Probability & Its Applications	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 Stochastic Processes and their Applications	2009-07-29	Paper
A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model Sequential Analysis	2009-04-02	Paper
Quickest Detection	2008-12-04	Paper
Drawdowns preceding rallies in the Brownian motion model Quantitative Finance	2007-05-09	Paper
Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model Journal of Applied Probability	2006-06-29	Paper
Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives Theory of Probability & Its Applications	2006-06-09	Paper

Research outcomes over time

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