Concepedia

Mihail Zervos

MZ

31

Publications

1.5K

Citations

22

H-Index

1994

Active since

Affiliations

London School of Economics and Political Science(Current)

King's College London

Heriot-Watt University

Imperial College London

Newcastle University

Mihail Zervos is an author at London School of Economics and Political Science specializing in business, engineering, and finance.

Top concepts

BusinessEngineeringFinanceEconomicsAsset PricingEconomic AnalysisStochastic CalculusOperations ResearchProbabilityStochastic Processes

Publications per year

1994–2017

31

Publications

31

Dynamical pricing of weather derivatives

Dorje C. Brody, Joanna Syroka, Mihail Zervos · Quantitative Finance · 2002 · 221 citations

Temperature Dynamics, Engineering, Asset Pricing +16

A Model for Investment Decisions with Switching Costs

Kate Duckworth, Mihail Zervos · The Annals of Applied Probability · 2001 · 123 citations · Full text

Dynamic Economic Model, Economics, Asset Pricing +14

Optimal dividend and issuance of equity policies in the presence of proportional costs

Arne Løkka, Mihail Zervos · Insurance Mathematics and Economics · 2007 · 118 citations

Payout Policy, Economics, Cost Allocation +7

A Model for Reversible Investment Capacity Expansion

Amal Merhi, Mihail Zervos · SIAM Journal on Control and Optimization · 2007 · 104 citations

Engineering, Optimal Investment Level, Stochastic Analysis +18

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

Mihail Zervos · SIAM Journal on Control and Optimization · 2003 · 65 citations

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