Mihail Zervos

King’s College London - Department of Mathematics

Strand

Strand

London , WC2R 2LS

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 37,768

SSRN RANKINGS

Top 37,768

in Total Papers Downloads

2,315

SSRN CITATIONS

6

CROSSREF CITATIONS

7

Scholarly Papers (3)

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 1,793 (16,816)
Citation 7

Abstract:

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

2.
Downloads 522 (93,711)
Citation 10

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 522 (92,695)
Citation 1

Abstract:

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dynamic contracting, managerial turnover, growth, moral hazard

3.

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

Abstract:

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