Rodosthenous N, Zhang H(2020). When to sell an asset amid anxiety about drawdowns. Mathematical Finance
Ferrari G, Rodosthenous N(2020). Optimal control of debt-to-GDP ratio in an N -state regime switching economy. SIAM Journal on Control and Optimization vol. 69, (5) 755-786.
Gapeev, Rodosthenous, Chinthalapati(2019). On the Laplace Transforms of the First Hitting Times for Drawdowns and Drawups of Diffusion-Type Processes. Risks vol. 7, (3) 87-87.
Zervos M, Rodosthenous N, Lon PC, Bernhardt T(2019). Discretionary stopping of stochastic differential equations with generalised drift. Electronic Journal of Probability vol. 24,
RODOSTHENOUS N, Zhang H(2017). Beating the Omega Clock: An Optimal Stopping Problem with Random Time-Horizon Under Spectrally Negative Lévy Models. Annals of Applied Probability
Rodosthenous N, Zervos M(2016). Watermark Options. Finance and Stochastics vol. 21, (1) 157-186.
Gapeev PV, Rodosthenous N(2016). Perpetual American options in diffusion-type models with running maxima and drawdowns. Stochastic Processes and their Applications vol. 126, (7) 2038-2061.
Gapeev PV, Rodosthenous N(2016). On the drawdowns and drawups in diffusion-type models with running maxima and minima. Journal of Mathematical Analysis and Applications vol. 434, (1) 413-431.
Zhang H, Rodosthenous N, Hadjiliadis O(2015). Robustness of the N-CUSUM stopping rule in a Wiener disorder problem. Annals of Applied Probability vol. 25, (6) 3405-3433.
Gapeev PV, Rodosthenous N(2014). Optimal stopping problems in diffusion-type models with running maxima and drawdowns. Journal of Applied Probability vol. 51, (3) 799-817.
Gapeev PV, Rodosthenous N(2014). On the pricing of perpetual American compound options. Inspired by Finance: The Musiela Festschrift,
RODOSTHENOUS N, GAPEEV PV(2013). Perpetual American options in a diffusion model with piecewise-linear coefficients. Statistics & Risk Modeling with Applications in Finance and Insurance vol. 30, (1) 1-21.