Dynamical pricing of weather derivatives DC Brody, J Syroka, M Zervos Quantitative finance 2 (3), 189, 2002 | 299 | 2002 |

A model for investment decisions with switching costs K Duckworth, M Zervos Annals of Applied probability, 239-260, 2001 | 149 | 2001 |

Optimal dividend and issuance of equity policies in the presence of proportional costs A Løkka, M Zervos Insurance: Mathematics and Economics 42 (3), 954-961, 2008 | 131 | 2008 |

A model for reversible investment capacity expansion A Merhi, M Zervos SIAM journal on control and optimization 46 (3), 839-876, 2007 | 113 | 2007 |

A problem of singular stochastic control with discretionary stopping MHA Davis, M Zervos The Annals of Applied Probability, 226-240, 1994 | 91 | 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 | 83 | 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 | 77 | 2006 |

Agency, firm growth, and managerial turnover RW Anderson, MC Bustamante, S Guibaud, M Zervos The Journal of Finance 73 (1), 419-464, 2018 | 75 | 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 | 67 | 1998 |

Buy‐low and sell‐high investment strategies M Zervos, TC Johnson, F Alazemi Mathematical Finance: An International Journal of Mathematics, Statistics …, 2013 | 60 | 2013 |

Finite-fuel singular control with discretionary stopping I Karatzas, D Ocone, H Wang, M Zervos Stochastics: An International Journal of Probability and Stochastic …, 2000 | 60 | 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 | 59 | 2001 |

An investment model with entry and exit decisions JK Duckworth, M Zervos Journal of applied probability 37 (2), 547-559, 2000 | 55 | 2000 |

On the optimal stopping of a one-dimensional diffusion D Lamberton, M Zervos | 54 | 2013 |

Optimal execution with multiplicative price impact X Guo, M Zervos SIAM Journal on Financial Mathematics 6 (1), 281-306, 2015 | 52 | 2015 |

On the epiconvergence of stochastic optimization problems M Zervos Mathematics of Operations Research 24 (2), 495-508, 1999 | 42 | 1999 |

π options X Guo, M Zervos Stochastic processes and their applications 120 (7), 1033-1059, 2010 | 39 | 2010 |

A zero-sum game between a singular stochastic controller and a discretionary stopper D Hernandez-Hernandez, RS Simon, M Zervos | 38 | 2015 |

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 | 37 | 2008 |

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 | 32 | 2010 |