Michael Monoyios
Finance · 2004–2007
A researcher in the Science corpus: 3 papers; trusts 11 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Subfields
- Finance — 17 citations into it; #3,401 of 10,518 by trust here, #7,920 by citations
- Economics and Econometrics — 11 citations into it; #16,553 of 23,481 by trust here, #21,405 by citations
- Management Science and Operations Research — 6 citations into it; #4,167 of 11,946 by trust here, #10,392 by citations
Whom Michael Monoyios trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Vicky Henderson
- Thaleia Zariphopoulou
- Harold J. Kushner
- Hans Föllmer
- Mark H. A. Davis
- David Hobson *
- Julien Hugonnier
- Walter Schachermayer
- Mattias Jonsson
- L. Rogers
Who trusts Michael Monoyios overall
Papers from Michael Monoyios's perspective
Ordered by how strongly the researchers Michael Monoyios trusts endorse each paper. Same corpus, a different order for every researcher.
- ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
- Real options with constant relative risk aversion
- Optimal Hedging with Basis Risk
- A solution approach to valuation with unhedgeable risks (Finance and Stochastics)
- Optimal investment in incomplete markets when wealth may become negative
- Option pricing with transaction costs using a Markov chain approximation
- VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
- PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT
- An example of indifference prices under exponential preferences (Finance and Stochastics)
- Performance of utility-based strategies for hedging basis risk
Their papers
- Option pricing with transaction costs using a Markov chain approximation (2004) — 66 citations
- Performance of utility-based strategies for hedging basis risk (2004) — 89 citations
- Optimal hedging and parameter uncertainty (2007) — 48 citations