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Mihail Zervos · Study
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Author
Mihail Zervos
17 works
· latest 2017
· 3 institutions
cluster: provisional
ORCID 0000-0001-5194-6881
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17
Citations
1,156
Works here
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Most cited in this library
Dynamical pricing of weather derivatives
2002 · 221 citations
A Model for Investment Decisions with Switching Costs
2001 · 117 citations
Optimal dividend and issuance of equity policies in the presence of proportional costs
2007 · 117 citations
A Model for Reversible Investment Capacity Expansion
2007 · 95 citations
A Problem of Singular Stochastic Control with Discretionary Stopping
1994 · 60 citations
Works
17 shown
Agency, Firm Growth, and Managerial Turnover
The Journal of Finance
·
2017
·
4 authors
·
Open access
57
citations
Optimal Execution with Multiplicative Price Impact
SIAM Journal on Financial Mathematics
·
2015
·
2 authors
·
Open access
40
citations
A zero-sum game between a singular stochastic controller and a discretionary stopper
The Annals of Applied Probability
·
2014
·
2 authors
·
Open access
29
citations
On the optimal stopping of a one-dimensional diffusion
Electronic Journal of Probability
·
2013
·
2 authors
·
Open access
36
citations
BUY‐LOW AND SELL‐HIGH INVESTMENT STRATEGIES
Mathematical Finance
·
2012
·
3 authors
53
citations
π options
Stochastic Processes and their Applications
·
2010
·
2 authors
·
Open access
33
citations
Optimal dividend and issuance of equity policies in the presence of proportional costs
Insurance Mathematics and Economics
·
2007
·
2 authors
117
citations
A Model for Reversible Investment Capacity Expansion
SIAM Journal on Control and Optimization
·
2007
·
2 authors
95
citations
PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS
Mathematical Finance
·
2006
·
3 authors
56
citations
A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping
SIAM Journal on Control and Optimization
·
2003
·
1 author
59
citations
Dynamical pricing of weather derivatives
Quantitative Finance
·
2002
·
3 authors
221
citations
A Model for Investments in the Natural Resource Industry with Switching Costs
Mathematics of Operations Research
·
2001
·
2 authors
·
Open access
43
citations
A Model for Investment Decisions with Switching Costs
The Annals of Applied Probability
·
2001
·
2 authors
117
citations
Finite-Fuel Singular Control With Discretionary Stopping
Stochastics and stochastics reports
·
2000
·
4 authors
52
citations
An investment model with entry and exit decisions
Journal of Applied Probability
·
2000
·
2 authors
·
Open access
40
citations
Valuation of Investments in Real Assets with Implications for the Stock Prices
SIAM Journal on Control and Optimization
·
1998
·
3 authors
48
citations
A Problem of Singular Stochastic Control with Discretionary Stopping
The Annals of Applied Probability
·
1994
·
2 authors
·
Open access
60
citations