Zervos, Mihail

Rodosthenous, Neofytos and Zervos, Mihail (2016) Watermark options Finance and Stochastics. ISSN 0949-2984

Hernandez-Hernandez, Daniel and Simon, Robert and Zervos, Mihail (2015) A zero-sum game between a singular stochastic controller and a discretionary stopper Annals of Applied Probability, 25 (1). 46-80. ISSN 1050-5164

Zervos, Mihail and Johnson, Timothy C. and Alazemi, Fares (2013) Buy-low and sell-high investment strategies Mathematical Finance, 23 (3). 560-578. ISSN 0960-1627

Lamberton, Damien and Zervos, Mihail (2013) On the optimal stopping of a one-dimensional diffusion Electronic Journal of Probability, 18. 34. ISSN 1083-6489

Lon, Pui Chan and Zervos, Mihail (2011) A model for optimally advertising and launching a product Mathematics of Operations Research, 36 (2). 363-376. ISSN 0364-765X

Melas, Dimitris and Zervos, Mihail (2010) An ergodic impulse control model with applications In: Piunovskiy, Alexey, (ed.) Modern Trends in Controlled Stochastic Processes: Theory and Application. Luniver Press, London, UK, 161-181. ISBN 9781905986309

Johnson, Timothy C. and Zervos, Mihail (2010) The explicit solution to a sequential switching problem with non-smooth data Stochastics: an International Journal of Probability and Stochastic Processes, 82 (1). 69-109. ISSN 1744-2508

Michael, Edwin and Malecela, Mwele and Zervos, Mihail and Kazura, James (2008) Global eradication of lymphatic filariasis: the value of chronic disease control in parasite elimination programmes PLOS One, 3 (8). ISSN 1932-6203

Lokka, A. and Zervos, Mihail (2008) Optimal dividend and issuance of equity policies in the presence of proportional costs Insurance: Mathematics and Economics, 42 (3). 954-961. ISSN 0167-6687

Zervos, Mihail (2007) The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure Stochastics: an International Journal of Probability and Stochastic Processes, 79 (3 and ). 363-382. ISSN 1744-2508

Jack, Andrew and Zervos, Mihail (2006) Impulse control of one-dimensional Itô diffusions with an expected and a pathwise ergodic criterion Applied Mathematics and Optimization, 54 (1). 71-93. ISSN 0095-4616

Jack, Andrew and Zervos, Mihail (2006) Impulse and absolutely continuous ergodic control of one-dimensional Ito diffusions In: Kabanov, Yu and Lipster, R. and Stoyanov, J., (eds.) From Stochastic Calculus to Mathematical Finance: the Shiryaev Festschrift. Springer, Berlin, Germany, 295-314. ISBN 9783540307822

Zervos, Mihail and Lasserre, Jean Bernard and Prieto-Rumeau, T (2006) Pricing a class of exotic options via moments and SDP relaxations Mathematical Finance, 16 (3). 429-494. ISSN 0960-1627

Zervos, Mihail and Bronstein, Anne Laure and Hughston, Lane P and Pistorius, Martijn R (2006) Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function Journal of Applied Probability, 43 (4). 984-996. ISSN 0021-9002

Zervos, Mihail and Jack, Andrew (2006) A singular control problem with an expected and a pathwise ergodicperformance criterion Journal of Applied Mathematics and Stochastic Analysis, 2006 (82538). 1-19. ISSN 1687-2177

Lumley, Richard R. and Zervos, Mihail (2001) A model for investments in the natural resource industry with switching costs Mathematics of Operations Research, 26 (4). 637-653. ISSN 0364-765X