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Michael Monoyios
ORCID
Publication Activity (10 Years)
Years Active: 2013-2020
Publications (10 Years): 1
Top Topics
Change Point
Dynamic Programming
Asymptotically Optimal
Partial Information
Top Venues
SIAM J. Financial Math.
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Publications
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Vicky Henderson
,
Kamil Kladívko
,
Michael Monoyios
,
Christoph Reisinger
Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point.
SIAM J. Financial Math.
11 (4) (2020)
Michael Monoyios
Malliavin Calculus Method for Asymptotic Expansion of Dual Control Problems.
SIAM J. Financial Math.
4 (1) (2013)