Mihail Zervos

University of London - Department of Mathematics

Strand

Strand

London , WC2R 2LS

United Kingdom

SCHOLARLY PAPERS

5

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2,096

SSRN CITATIONS
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Top 31,756

in Total Papers Citations

2

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 University of London - Department of Mathematics
Downloads 1,647 (11,136)
Citation 6

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

2.
Downloads 436 ( 71,748)
Citation 5

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 University of London - Department of Mathematics
Downloads 436 (71,084)
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), Universidad Nacional de Educacion a Distancia (UNED) - Faculty of Economics and University of London - Department of Mathematics
Downloads 12 (615,388)
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
University of London - Department of Mathematics, Heriot-Watt University - Maxwell Institute for Mathematical Sciences and Kuwait University
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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

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

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