Néofytos Rodosthenous

1. Watermark Options
   2016/09/23 by Néofytos Rodosthenous, Mihail Zervos, Rodosthenous, Neofytos +1 · 2 citations
   Economics, Econometrics and Finance · #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
2. Two-sided Singular Control of an Inventory with Unknown Demand Trend (Extended Version)
   2021/02/23 by Salvatore Federico, Federico, Salvatore, Giorgio Ferrari +3 · 2 citations
   Economics, Econometrics and Finance · Energy · #49J40 #90B05 #91A55 #93E11 #93E20 #Energy, Environment, and Transportation Policies #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
3. On the Singular Control of a Diffusion and its Running Infimum or Supremum
   2025/01/29 by Giorgio Ferrari, Néofytos Rodosthenous, Ferrari, Giorgio +1 · 1 citation
   Engineering · #49L12 #60J60 #91B70 #93E20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR) #Stability and Controllability of Differential Equations