Mihail Zervos

Publication Activity (10 Years)

Years Active: 1995-2018
Publications (10 Years): 2

Top Topics

Geometric Distortions

Investment Strategies

Image Processing Operations

Finding Optimal

Top Venues

Finance Stochastics

SIAM J. Financial Math.

Math. Methods Oper. Res.

SIAM J. Control. Optim.

Publications

Mihail Zervos, Carlos Oliveira, Kate Duckworth
An investment model with switching costs and the option to abandon. Math. Methods Oper. Res. 88 (3) (2018)
Neofytos Rodosthenous, Mihail Zervos
Watermark options. Finance Stochastics 21 (1) (2017)
Xin Guo, Mihail Zervos
Optimal Execution with Multiplicative Price Impact. SIAM J. Financial Math. 6 (1) (2015)
Arne Løkka, Mihail Zervos
Long-Term Optimal Investment Strategies in the Presence of Adjustment Costs. SIAM J. Control. Optim. 51 (2) (2013)
Pui Chan Lon, Mihail Zervos
A Model for Optimally Advertising and Launching a Product. Math. Oper. Res. 36 (2) (2011)
Amal Merhi, Mihail Zervos
A Model for Reversible Investment Capacity Expansion. SIAM J. Control. Optim. 46 (3) (2007)
Mihail Zervos
A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping. SIAM J. Control. Optim. 42 (2) (2003)
Richard R. Lumley, Mihail Zervos
A Model for Investments in the Natural Resource Industry with Switching Costs. Math. Oper. Res. 26 (4) (2001)
Kate Duckworth, Mihail Zervos
A problem of stochastic impulse control with discretionary stopping. CDC (2000)
Thomas S. Knudsen, Bernhard Meister, Mihail Zervos
On the relationship of the dynamic programming approach and the contingent claim approach to asset valuation. Finance Stochastics 3 (4) (1999)
Mihail Zervos
On the Epiconvergence of Stochastic Optimization Problems. Math. Oper. Res. 24 (2) (1999)
Mark H. A. Davis, Mihail Zervos
A new proof of the discrete-time LQG optimal control theorems. IEEE Trans. Autom. Control. 40 (8) (1995)