Items where Author is "Zervos, Mihail"

Number of items: 34.
  • Agency, firm growth, and managerial turnover. Anderson, Ronald W. and Bustamante, Maria Cecilia and Guibaud, Stéphane and Zervos, Mihail
  • Buy-low and sell-high investment strategies. Zervos, Mihail and Johnson, Timothy C. and Alazemi, Fares
  • Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function. Zervos, Mihail and Bronstein, Anne Laure and Hughston, Lane P and Pistorius, Martijn R
  • Discretionary stopping of stochastic differential equations with generalised drift. Zervos, Mihail and Rodosthenous, Neofytos and Lon, Pui Chan and Bernhardt, Thomas picture_as_pdf
  • Dynamical pricing of weather derivatives. Brody, Dorje C. and Syroka, Joanna and Zervos, Mihail
  • Global eradication of lymphatic filariasis: the value of chronic disease control in parasite elimination programmes. Michael, Edwin and Malecela, Mwele and Zervos, Mihail and Kazura, James
  • Impulse and absolutely continuous ergodic control of one-dimensional Ito diffusions. Jack, Andrew and Zervos, Mihail
  • Impulse control of one-dimensional Itô diffusions with an expected and a pathwise ergodic criterion. Jack, Andrew and Zervos, Mihail
  • Irreversible capital accumulation with economic impact. Al Motairi, Hessah and Zervos, Mihail
  • Long-term optimal investment strategies in the presence of adjustment costs. Lokka, Arne and Zervos, Mihail
  • Mean-variance hedging of contingent claims with random maturity. Kladívko, Kamil and Zervos, Mihail picture_as_pdf
  • Necessary and sufficient conditions for the r-excessive local martingales to be martingales. Urusov, Mikhail and Zervos, Mihail
  • On the optimal stopping of a one-dimensional diffusion. Lamberton, Damien and Zervos, Mihail
  • Optimal dividend and issuance of equity policies in the presence of proportional costs. Lokka, A. and Zervos, Mihail
  • Optimal execution with multiplicative price impact. Guo, Xin and Zervos, Mihail
  • Pi options. Guo, Xin and Zervos, Mihail
  • Pricing a class of exotic options via moments and SDP relaxations. Zervos, Mihail and Lasserre, Jean Bernard and Prieto-Rumeau, T
  • Sequential entry and exit decisions with an ergodic performance criterion. Zervos, Mihail and Bronstein, A L
  • Singular stochastic control problems motivated by the optimal sustainable exploitation of an ecosystem. Liang, Gechun and Liu, Zhesheng and Zervos, Mihail picture_as_pdf
  • Watermark options. Rodosthenous, Neofytos and Zervos, Mihail
  • An ergodic impulse control model with applications. Melas, Dimitris and Zervos, Mihail
  • The explicit solution to a sequential switching problem with non-smooth data. Johnson, Timothy C. and Zervos, Mihail
  • An investment model with switching costs and the option to abandon. Zervos, Mihail and Oliveira, Carlos and Duckworth, Kate
  • A model for investment decisions with switching costs. Duckworth, Kate and Zervos, Mihail
  • A model for investments in the natural resource industry with switching costs. Lumley, Richard R. and Zervos, Mihail
  • A model for optimally advertising and launching a product. Lon, Pui Chan and Zervos, Mihail
  • A model for reversible investment capacity expansion. Merhi, A and Zervos, Mihail
  • A model for the long-term optimal capacity level of an investment project. Lokka, A. and Zervos, Mihail
  • A problem of sequential entry and exit decisions combined with discretionary stopping. Zervos, Mihail
  • A singular control model with application to the goodwill problem. Jack, Andrew and Johnson, Timothy and Zervos, Mihail
  • A singular control problem with an expected and a pathwise ergodicperformance criterion. Zervos, Mihail and Jack, Andrew
  • The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure. Zervos, Mihail
  • The solution to an impulse control problem motivated by optimal harvesting. Liu, Zhesheng and Zervos, Mihail picture_as_pdf
  • A zero-sum game between a singular stochastic controller and a discretionary stopper. Hernandez-Hernandez, Daniel and Simon, Robert and Zervos, Mihail