Mihail Zervos
Mihail Zervos
Professor of Mathematics
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Cited by
Cited by
Dynamical pricing of weather derivatives
DC Brody, J Syroka, M Zervos
Quantitative finance 2 (3), 189, 2002
A model for investment decisions with switching costs
K Duckworth, M Zervos
Annals of Applied probability, 239-260, 2001
Optimal dividend and issuance of equity policies in the presence of proportional costs
A Lřkka, M Zervos
Insurance: Mathematics and Economics 42 (3), 954-961, 2008
A model for reversible investment capacity expansion
A Merhi, M Zervos
SIAM journal on control and optimization 46 (3), 839-876, 2007
A problem of singular stochastic control with discretionary stopping
MHA Davis, M Zervos
The Annals of Applied Probability, 226-240, 1994
A problem of sequential entry and exit decisions combined with discretionary stopping
M Zervos
SIAM Journal on Control and Optimization 42 (2), 397-421, 2003
Pricing a class of exotic options via moments and SDP relaxations
JB Lasserre, T Prieto‐Rumeau, M Zervos
Mathematical Finance 16 (3), 469-494, 2006
Agency, firm growth, and managerial turnover
RW Anderson, MC Bustamante, S Guibaud, M Zervos
The Journal of Finance 73 (1), 419-464, 2018
Valuation of investments in real assets with implications for the stock prices
TS Knudsen, B Meister, M Zervos
SIAM journal on control and optimization 36 (6), 2082-2102, 1998
Finite-fuel singular control with discretionary stopping
I Karatzas, D Ocone, H Wang, M Zervos
Stochastics: An International Journal of Probability and Stochastic …, 2000
A model for investments in the natural resource industry with switching costs
RR Lumley, M Zervos
Mathematics of Operations Research 26 (4), 637-653, 2001
Buy‐low and sell‐high investment strategies
M Zervos, TC Johnson, F Alazemi
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2013
Optimal execution with multiplicative price impact
X Guo, M Zervos
SIAM Journal on Financial Mathematics 6 (1), 281-306, 2015
On the optimal stopping of a one-dimensional diffusion
D Lamberton, M Zervos
An investment model with entry and exit decisions
JK Duckworth, M Zervos
Journal of applied probability 37 (2), 547-559, 2000
π options
X Guo, M Zervos
Stochastic processes and their applications 120 (7), 1033-1059, 2010
On the epiconvergence of stochastic optimization problems
M Zervos
Mathematics of Operations Research 24 (2), 495-508, 1999
Global eradication of lymphatic filariasis: the value of chronic disease control in parasite elimination programmes
E Michael, MN Malecela, M Zervos, JW Kazura
PloS one 3 (8), e2936, 2008
On the relationship of the dynamic programming approach and the contingent claim approach to asset valuation
TS Knudsen, B Meister, M Zervos
Finance and Stochastics 3, 433-449, 1999
The explicit solution to a sequential switching problem with non-smooth data
TC Johnson, M Zervos
Stochastics An International Journal of Probability and Stochastics …, 2010
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