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
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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
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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
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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
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A zero-sum game between a singular stochastic controller and a discretionary stopper.
Hernandez-Hernandez, Daniel and Simon, Robert and Zervos, Mihail