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Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Rodosthenous, Neofytos
(2021)
Optimal stopping games in models with various information flows.
Stochastic Analysis and Applications, 39 (6).
1050 - 1094.
ISSN 0736-2994
Zervos, Mihail ORCID: 0000-0001-5194-6881, Rodosthenous, Neofytos, Lon, Pui Chan and Bernhardt, Thomas
(2019)
Discretionary stopping of stochastic differential equations with generalised drift.
Electronic Journal of Probability, 24.
1 - 39.
ISSN 1083-6489
Gapeev, Pavel V. ORCID: 0000-0002-1346-2074, Rodosthenous, Neofytos and Chinthalapati, V.L Raju
(2019)
On the Laplace transforms of the first hitting times for drawdowns and drawups of diffusion-type processes.
Risks, 7 (3).
ISSN 2227-9091
Rodosthenous, Neofytos and Zervos, Mihail ORCID: 0000-0001-5194-6881
(2017)
Watermark options.
Finance and Stochastics, 21 (1).
pp. 157-186.
ISSN 0949-2984
Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Rodosthenous, Neofytos
(2016)
Perpetual American options in diffusion-typemodels with running maxima and drawdowns.
Stochastic Processes and Their Applications, 126 (7).
pp. 2038-2061.
ISSN 0304-4149
Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Rodosthenous, Neofytos
(2015)
On the drawdowns and drawups in diffusion-type models with running maxima and minima.
Journal of Mathematical Analysis and Applications, 434 (1).
pp. 413-431.
ISSN 0022-247X
Gapeev, Pavel V. ORCID: 0000-0002-1346-2074 and Rodosthenous, Neofytos
(2014)
Optimal stopping problems in diffusion-type models with running maxima and drawdowns.
Journal of Applied Probability, 51 (3).
pp. 799-817.
ISSN 0021-9002