Mihail Zervos

Q: What Schools Are Affiliated With Mihail Zervos

Mihail Zervos is affiliated with the following schools: London School of Economics, Imperial College London, University of Oxford, National Technical University of Athens, King's College London, King's College, Aberdeen

Mihail Zervos's AcademicInfluence.com Rankings

Mihail Zervos

Business

#482

World Rank

#530

Historical Rank

Finance

#68

World Rank

#72

Historical Rank

business Degrees

Mihail Zervos

Mathematics

#1839

World Rank

#2929

Historical Rank

Measure Theory

#5020

World Rank

#5918

Historical Rank

mathematics Degrees

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Business
Mathematics

Mihail Zervos's Degrees

Masters Mathematics University of Oxford

Why Is Mihail Zervos Influential?

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According to Wikipedia, Mihail Zervos is a Greek financial mathematician. He is Professor of Financial Mathematics at the London School of Economics. Curriculum Zervos received his MSc and PhD degrees from Imperial College London in 1995. After completing his PhD, he was a lecturer at the Department of Statistics, University of Newcastle, where he stayed until 2000. He then joined King's College London, initially as a lecturer and then as a reader in the Department of Mathematics. In 2006 he was appointed to the Chair in Financial Mathematics at the London School of Economics where he was tasked with founding a new Research Group in Financial Mathematics within the Departement of Mathematics.

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Mihail Zervos's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Dynamical pricing of weather derivatives (2002) (202)
Optimal dividend and issuance of equity policies in the presence of proportional costs (2008) (115)
A model for investment decisions with switching costs (2001) (100)
A Model for Reversible Investment Capacity Expansion (2007) (90)
PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS (2006) (73)
A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping (2003) (64)
Finite-Fuel Singular Control With Discretionary Stopping (2000) (56)
A Problem of Singular Stochastic Control with Discretionary Stopping (1994) (52)
Optimal Execution with Multiplicative Price Impact (2015) (45)
A Model for Investments in the Natural Resource Industry with Switching Costs (2001) (45)
BUY‐LOW AND SELL‐HIGH INVESTMENT STRATEGIES (2013) (44)
Valuation of Investments in Real Assets with Implications for the Stock Prices (1998) (41)
An investment model with entry and exit decisions (2000) (36)
On the optimal stopping of a one-dimensional diffusion (2012) (34)
The explicit solution to a sequential switching problem with non-smooth data (2010) (30)
Global Eradication of Lymphatic Filariasis: The Value of Chronic Disease Control in Parasite Elimination Programmes (2008) (30)
Impulse Control of One-Dimensional Ito Diffusions with an Expected and a Pathwise Ergodic Criterion (2006) (24)
Agency, Firm Growth, and Managerial Turnover: Agency, Firm Growth, and Managerial Turnover (2018) (24)
A Pair of Explicitly Solvable Singular Stochastic Control Problems (1998) (23)
A singular control model with application to the goodwill problem (2007) (23)
On the relationship of the dynamic programming approach and the contingent claim approach to asset valuation (1999) (23)
A new proof of the discrete-time LQG optimal control theorems (1995) (23)
On the Epiconvergence of Stochastic Optimization Problems (1999) (22)
The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (2007) (20)
A Model for Optimally Advertising and Launching a Product (2011) (19)
A zero-sum game between a singular stochastic controller and a discretionary stopper (2012) (17)
The Black-Scholes Equation for Weather Derivatives (2003) (17)
Long-Term Optimal Investment Strategies in the Presence of Adjustment Costs (2013) (15)
Irreversible Capital Accumulation with Economic Impact (2017) (13)
A model for the long-term optimal capacity level of an investment project (2011) (13)
Watermark options (2016) (13)
A singular control problem with an expected and a pathwise ergodic performance criterion (2006) (12)
A problem of stochastic impulse control with discretionary stopping (2000) (11)
A discretionary stopping problem with applications to the optimal timing of investment decisions∗ (2005) (10)
Sequential entry and exit decisions with an ergodic performance criterion (2006) (9)
Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function (2006) (9)
On the submartingale/supermartingale property of diffusions in natural scale (2014) (8)
Valuation of investments in real assets (1998) (6)
An investment model with switching costs and the option to abandon (2016) (5)
An ergodic impulse control model with applications (2010) (5)
LONG-TERM OPTIMAL REAL INVESTMENT STRATEGIES IN THE PRESENCE OF ADJUSTMENT COSTS (2006) (5)
Impulse and Absolutely Continuous Ergodic Control of One-Dimensional Itô Diffusions (2006) (5)
The Mark H.A. Davis festschrift: stochastics, control and finance (2012) (3)
Ergodic singular stochastic control motivated by the optimal sustainable exploitation of an ecosystem (2020) (3)
No-Arbitrage Pricing of Weather Derivatives in the Presence of a Liquid Swap Market (2005) (2)
Necessary and sufficient conditions for the $r$-excessive local martingales to be martingales (2016) (2)
Optimal execution with mulitplicative price impact∗ (2013) (2)
Discretionary stopping of stochastic differential equations with generalised drift (2019) (1)
Valuation of Employee Stock Options (ESOs) by means of Mean-Variance Hedging (2017) (1)
Martingale Approach to the Pricing of Real Options (2001) (1)
Martingale approach to real options (2001) (1)
Neofytos Rodosthenous and Mihail Zervos Watermark options (2016) (0)
An Ergodic Impulse Control Model with Applications Including the Control of an Exchange Rate ∗ (2007) (0)
Global Eradication of Lymphatic Filariasis: The Value Of Chronic Disease Control in Parasite Elimination Programs (2008) (0)
An investment model with switching costs and the option to abandon (2018) (0)
Irreversible Capital Accumulation with Economic Impact (2016) (0)
On the submartingale/supermartingale property of diffusions in natural scale (2014) (0)
Dynamic contracting under moral hazard (2016) (0)
Watermark options (2016) (0)
Optimal execution with log-linear price impact and transaction costs (2012) (0)
Financial and Real Options: A Unifying Framework with a Market Completeness Assumption (2006) (0)

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Other Resources About Mihail Zervos

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What Schools Are Affiliated With Mihail Zervos?

Mihail Zervos is affiliated with the following schools:

Mihail Zervos's Academic­Influence.com Rankings

Mihail Zervos's Degrees

Why Is Mihail Zervos Influential?

Mihail Zervos's Published Works

Published Works

Other Resources About Mihail Zervos

What Schools Are Affiliated With Mihail Zervos?

Mihail Zervos's AcademicInfluence.com Rankings