Mihail Zervos

According to our database, Mihail Zervos authored at least 12 papers between 1995 and 2018.

Collaborative distances:

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

2018

An investment model with switching costs and the option to abandon.

Mihail Zervos, Carlos Oliveira, Kate Duckworth

Math. Methods Oper. Res., 2018

2017

Watermark options.

Neofytos Rodosthenous, Mihail Zervos

Finance Stochastics, 2017

2015

Optimal Execution with Multiplicative Price Impact.

Xin Guo, Mihail Zervos

SIAM J. Financial Math., 2015

2013

Long-Term Optimal Investment Strategies in the Presence of Adjustment Costs.

Arne Løkka, Mihail Zervos

SIAM J. Control. Optim., 2013

2011

A Model for Optimally Advertising and Launching a Product.

Pui Chan Lon, Mihail Zervos

Math. Oper. Res., 2011

2007

A Model for Reversible Investment Capacity Expansion.

Amal Merhi, Mihail Zervos

SIAM J. Control. Optim., 2007

2003

A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping.

Mihail Zervos

SIAM J. Control. Optim., 2003

2001

A Model for Investments in the Natural Resource Industry with Switching Costs.

Richard R. Lumley, Mihail Zervos

Math. Oper. Res., 2001

2000

A problem of stochastic impulse control with discretionary stopping.

Kate Duckworth, Mihail Zervos

Proceedings of the 39th IEEE Conference on Decision and Control, 2000

1999

On the Epiconvergence of Stochastic Optimization Problems.

Mihail Zervos

Math. Oper. Res., 1999

On the relationship of the dynamic programming approach and the contingent claim approach to asset valuation.

Thomas S. Knudsen, Bernhard Meister, Mihail Zervos

Finance Stochastics, 1999

1995

A new proof of the discrete-time LQG optimal control theorems.

Mark H. A. Davis, Mihail Zervos

IEEE Trans. Autom. Control., 1995