Mihail Zervos

King's College London - Department of Mathematics

Strand

Strand

London , WC2R 2LS

United Kingdom

SCHOLARLY PAPERS

5

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Top 27,778

in Total Papers Downloads

2,143

SSRN CITATIONS
Rank 32,978

SSRN RANKINGS

Top 32,978

in Total Papers Citations

4

CROSSREF CITATIONS

21

Scholarly Papers (5)

1.

The Black-Scholes Equation for Weather Derivatives

Number of pages: 7 Posted: 29 Sep 2003
Stephen Jewson and Mihail Zervos
Risk Management Solutions and King's College London - Department of Mathematics
Downloads 1,678 (12,422)
Citation 7

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weather, derivatives, weather derivatives, Black-Scholes, Black, arbitrage, weather swaps, balanced market model

2.
Downloads 452 ( 77,828)
Citation 7

Agency, Firm Growth and Managerial Turnover

Journal of Finance, Forthcoming
Number of pages: 117 Posted: 11 Jun 2012 Last Revised: 23 Dec 2016
London School of Economics & Political Science - Department of Finance, University of Maryland - Department of Finance, SciencesPo - Department of Economics and King's College London - Department of Mathematics
Downloads 452 (77,087)
Citation 1

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dynamic contracting, managerial turnover, growth, moral hazard

3.

Pricing a Class of Exotic Options Via Moments and Sdp Relaxations

Mathematical Finance, Vol. 16, No. 3, pp. 469-494, July 2006
Number of pages: 26 Posted: 12 Jun 2006
J.B. Lasserre, T. Prieto-Rumeau and Mihail Zervos
University of Angers - French National Center for Scientific Research (CNRS), National Distance Education University (UNED) - Faculty of Economics and King's College London - Department of Mathematics
Downloads 12 (679,264)
Citation 1
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4.

Buy‐Low and Sell‐High Investment Strategies

Mathematical Finance, Vol. 23, Issue 3, pp. 560-578, 2013
Number of pages: 19 Posted: 09 Jun 2013
Mihail Zervos, Timothy C. Johnson and Fares Alazemi
King's College London - Department of Mathematics, Heriot-Watt University - Maxwell Institute for Mathematical Sciences and Kuwait University
Downloads 1 (770,353)
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optimal investment strategies, optimal switching, sequential entry and exit decisions, variational inequalities

5.

On the Relationship of the Dynamic Programming Approach and the Contingent Claim Approach to Asset Valuation

Posted: 21 Oct 1999
Thomas S. Knudsen, Bernhard Meister and Mihail Zervos
Bankers Trust, Goldman Sachs Group, Inc. - Japan Office and King's College London - Department of Mathematics

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