Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns. - Pavel V. Gapeev; Neofytos Rodosthenous (J. Appl. Probab., 2014)

Watermark options. - Neofytos Rodosthenous; Mihail Zervos (Finance Stochastics, 2017)

Optimal Control of Debt-to-GDP Ratio in an N-State Regime Switching Economy. - Giorgio Ferrari; Neofytos Rodosthenous (SIAM J. Control. Optim., 2020)

Two-Sided Singular Control of an Inventory with Unknown Demand Trend. - Salvatore Federico; Giorgio Ferrari; Neofytos Rodosthenous (SIAM J. Control. Optim., 2023)