The following pages link to Neofytos Rodosthenous (Q271878):
Displaying 16 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Watermark options (Q503393) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem (Q894812) (← links)
- Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121) (← links)
- Discretionary stopping of stochastic differential equations with generalised drift (Q2279339) (← links)
- Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns (Q2923437) (← links)
- Optimal stopping games in models with various information flows (Q3383685) (← links)
- On the Pricing of Perpetual American Compound Options (Q4561937) (← links)
- Perpetual American options in a diffusion model with piecewise-linear coefficients (Q4918189) (← links)
- Optimal Control of Debt-to-GDP Ratio in an $N$-State Regime Switching Economy (Q5220413) (← links)
- When to sell an asset amid anxiety about drawdowns (Q5855962) (← links)
- Two-Sided Singular Control of an Inventory with Unknown Demand Trend (Q6057797) (← links)
- Uncertainty over uncertainty in environmental policy adoption: Bayesian learning of unpredictable socioeconomic costs (Q6567096) (← links)
- A stochastic non-zero-sum game of controlling the debt-to-GDP ratio (Q6642495) (← links)
- The one-shot problem: Solution to an open question of finite-fuel singular control with discretionary stopping (Q6752357) (← links)
