Items where Author is "Rodosthenous, Neofytos"

Item Type No Grouping

Article

Discretionary stopping of stochastic differential equations with generalised drift. Zervos, Mihail and Rodosthenous, Neofytos and Lon, Pui Chan and Bernhardt, Thomas picture_as_pdf

On the Laplace transforms of the first hitting times for drawdowns and drawups of diffusion-type processes. Gapeev, Pavel V. and Rodosthenous, Neofytos and Chinthalapati, V.L Raju picture_as_pdf

On the drawdowns and drawups in diffusion-type models with running maxima and minima. Gapeev, Pavel V. and Rodosthenous, Neofytos

Optimal stopping games in models with various information flows. Gapeev, Pavel V. and Rodosthenous, Neofytos picture_as_pdf

Optimal stopping problems in diffusion-type models with running maxima and drawdowns. Gapeev, Pavel V. and Rodosthenous, Neofytos

Perpetual American options in diffusion-typemodels with running maxima and drawdowns. Gapeev, Pavel V. and Rodosthenous, Neofytos

Watermark options. Rodosthenous, Neofytos and Zervos, Mihail