Neofytos Rodosthenous

According to our database, Neofytos Rodosthenous authored at least 5 papers between 2014 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Nonzero-Sum Optimal Stopping Game with Continuous vs. Periodic Exercise Opportunities.

José-Luis Pérez, Neofytos Rodosthenous, Kazutoshi Yamazaki

Math. Oper. Res., 2025

2023

Two-Sided Singular Control of an Inventory with Unknown Demand Trend.

Salvatore Federico, Giorgio Ferrari, Neofytos Rodosthenous

SIAM J. Control. Optim., October, 2023

2020

Optimal Control of Debt-to-GDP Ratio in an N-State Regime Switching Economy.

Giorgio Ferrari, Neofytos Rodosthenous

SIAM J. Control. Optim., 2020

2017

Watermark options.

Neofytos Rodosthenous, Mihail Zervos

Finance Stochastics, 2017

2014

Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns.

Pavel V. Gapeev, Neofytos Rodosthenous

J. Appl. Probab., 2014