Mihail Zervos

University of London - Department of Mathematics

Strand

Strand

London , WC2R 2LS

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 20,602

in Total Papers Downloads

1,820

CITATIONS
Rank 25,450

SSRN RANKINGS

Top 25,450

in Total Papers Citations

10

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 University of London - Department of Mathematics
Downloads 1,471 (8,371)
Citation 5

Abstract:

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

2.
Downloads 256 ( 96,642)
Citation 2

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 (LSE) - Department of Accounting and Finance, University of Maryland - Department of Finance, SciencesPo - Department of Economics and University of London - Department of Mathematics
Downloads 256 (96,169)
Citation 2

Abstract:

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
French National Center for Scientific Research (CNRS), Universidad Nacional de Educacion a Distancia (UNED) - Faculty of Economics and University of London - Department of Mathematics
Downloads 11 (478,880)
Citation 1
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Abstract:

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
University of London - Department of Mathematics, Heriot-Watt University - Maxwell Institute for Mathematical Sciences and Kuwait University
Downloads 0 (547,971)
Citation 2
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Abstract:

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

Finance and Stochastics, Vol. 3, Iss. 4, August 1999
Posted: 21 Oct 1999
Thomas S. Knudsen, Bernhard Meister and Mihail Zervos
Bankers Trust, Goldman Sachs Group, Inc. - Japan Office and University of London - Department of Mathematics

Abstract: