Neofytos Rodosthenous

Identifiers

• name variant Neofytos Rodosthenous 0.60 · backfill

Papers (6)

1. On the Singular Control of a Diffusion and its Running Infimum or Supremum math.OC · 2025 · author #2
2. Beating the Omega Clock: An Optimal Stopping Problem with Random Time-horizon under Spectrally Negative L\'evy Models q-fin.MF · 2017 · author #1
3. Watermark Options math.PR · 2016 · author #1
4. Perpetual American options in diffusion-type models with running maxima and drawdowns math.PR · 2016 · author #2
5. Robustness of the ${N}$-CUSUM stopping rule in a Wiener disorder problem math.ST · 2014 · author #2
6. Optimal stopping problems in diffusion-type models with running maxima and drawdowns math.PR · 2014 · author #2

Mentions

• 2501.17577 #2 · arxiv_oai · confidence 0.70 Neofytos Rodosthenous
• 1410.8765 #2 · backfill · confidence 0.70 Neofytos Rodosthenous
• 1405.4438 #2 · backfill · confidence 0.70 Neofytos Rodosthenous

Frequent Coauthors

• Hongzhong Zhang 2 shared papers
• Pavel V. Gapeev 2 shared papers
• Giorgio Ferrari 1 shared papers
• Mihail Zervos 1 shared papers
• Olympia Hadjiliadis 1 shared papers