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Olympia Hadjiliadis · Study
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Author
Olympia Hadjiliadis
11 works
· latest 2013
· 5 institutions
cluster: provisional
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11
Citations
681
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Most cited in this library
Quickest Detection
2008 · 320 citations
Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups
2009 · 59 citations
MAXIMUM DRAWDOWN INSURANCE
2011 · 55 citations
Drawdowns and the Speed of Market Crash
2011 · 48 citations
Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives
2006 · 44 citations
Works
11 shown
Stochastic modeling and fair valuation of drawdown insurance
Insurance Mathematics and Economics
·
2013
·
3 authors
·
Open access
40
citations
MAXIMUM DRAWDOWN INSURANCE
International Journal of Theoretical and Applied Finance
·
2011
·
3 authors
55
citations
Drawdowns and the Speed of Market Crash
Methodology And Computing In Applied Probability
·
2011
·
2 authors
48
citations
Quickest detection in coupled systems
IEEE Conference on Decision and Control (CDC)
·
2009
·
3 authors
·
other
·
Open access
11
citations
Drawdowns and Rallies in a Finite Time-horizon
Methodology And Computing In Applied Probability
·
2009
·
2 authors
32
citations
Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups
Stochastic Processes and their Applications
·
2009
·
3 authors
·
Open access
59
citations
On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model
Theory of Probability and Its Applications
·
2009
·
2 authors
11
citations
Quickest Detection
Cambridge University Press eBooks
·
2008
·
2 authors
·
book
320
citations
Drawdowns preceding rallies in the Brownian motion model
Quantitative Finance
·
2006
·
2 authors
42
citations
Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives
Theory of Probability and Its Applications
·
2006
·
2 authors
·
Open access
44
citations
Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model
Journal of Applied Probability
·
2005
·
1 author
·
Open access
19
citations