Mihail Zervos - Concepedia

Concepedia

Author

Mihail Zervos

London School of Economics and Political Science ORCID

Also Known As

Liu, Zhesheng, M. Zervos, MIHAIL ZERVOS, Mihail Zervos, Zervos, Mihail

63

Publications

1.5K

Citations

22

H-Index

81

Concepts

All Affiliations

London School of Economics and Political Science King's College London Heriot-Watt University Imperial College London Newcastle University

MZ

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	16	17	1K
2	Engineering	15	16	751
3	Management	4	4	154
4	Computer Science	2	2	83
5	Medicine	1	1	30

Mihail Zervos

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31

Publications

1.5K

Citations

22

H-Index

	Year	Citations
Dynamical pricing of weather derivatives Dorje C. Brody, Joanna Syroka, Mihail Zervos Quantitative Finance Temperature DynamicsEngineeringAsset PricingStochastic ProcessesEconomic Analysis	2002	221
A Model for Investment Decisions with Switching Costs Kate Duckworth, Mihail Zervos The Annals of Applied Probability Dynamic Economic ModelEconomicsAsset PricingExit DecisionsReal Investment	2001	123
Optimal dividend and issuance of equity policies in the presence of proportional costs Arne Løkka, Mihail Zervos Insurance Mathematics and Economics Payout PolicyEconomicsCost AllocationOptimal DividendEquity Policies	2007	118
A Model for Reversible Investment Capacity Expansion Amal Merhi, Mihail Zervos SIAM Journal on Control and Optimization EngineeringOptimal Investment LevelStochastic AnalysisFinancial MathematicsStochastic Simulation	2007	104
A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping Mihail Zervos SIAM Journal on Control and Optimization	2003	65
A Problem of Singular Stochastic Control with Discretionary Stopping Mark H. Davis, Mihail Zervos The Annals of Applied Probability Stochastic Hybrid SystemSimple ProblemStochastic SystemStochastic CalculusProcess Control	1994	63
BUY‐LOW AND SELL‐HIGH INVESTMENT STRATEGIES Mihail Zervos, Timothy C. Johnson, Fares Alazemi Mathematical Finance EngineeringStochastic AnalysisFinancial MathematicsAsset PricingStochastic Processes	2012	59
PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS Jean B. Lasserre, Tomás Prieto-Rumeau, Mihail Zervos Mathematical Finance Mathematical ProgrammingEngineeringStochastic AnalysisFinancial MathematicsComputational Finance	2006	59
Agency, Firm Growth, and Managerial Turnover Ronald W. Anderson, Maria Cecilia Bustamante, Stéphane Guibaud, The Journal of Finance ProductivityIncentive ProvisionManagerial AspectManagerial Incentive ProvisionFirm Performance	2017	52
Finite-Fuel Singular Control With Discretionary Stopping Ioannis Karatzas, Daniel Ocone, Hui Wang, Stochastics and stochastics reports	2000	51

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