Michael Monoyios

According to our database, Michael Monoyios authored at least 2 papers between 2013 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2020

Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point.

Vicky Henderson, Kamil Kladívko, Michael Monoyios, Christoph Reisinger

SIAM J. Financial Math., 2020

2013

Malliavin Calculus Method for Asymptotic Expansion of Dual Control Problems.

Michael Monoyios

SIAM J. Financial Math., 2013