The following pages link to Olympia Hadjiliadis (Q894811):
Displaying 16 items.
- Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem (Q894812) (← links)
- Drawdowns and rallies in a finite time-horizon. Drawdowns and rallies (Q973024) (← links)
- Drawdowns and the speed of market crash (Q1930625) (← links)
- Stochastic modeling and fair valuation of drawdown insurance (Q2015656) (← links)
- Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885) (← links)
- Quickest detection in the Wiener disorder problem with post-change uncertainty (Q2974885) (← links)
- Quickest Detection in Coupled Systems (Q3192134) (← links)
- MAXIMUM DRAWDOWN INSURANCE (Q3225024) (← links)
- Drawdowns preceding rallies in the Brownian motion model (Q3437396) (← links)
- Quickest Detection (Q3543576) (← links)
- On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model (Q3556742) (← links)
- A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model (Q3618557) (← links)
- One Shot Schemes for Decentralized Quickest Change Detection (Q4975935) (← links)
- Book Review: Contract theory in continuous-time models (Q5254464) (← links)
- Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives (Q5472361) (← links)
- Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model (Q5476157) (← links)
