Mihail Zervos

Finance · 2000–2008

A researcher in the Science corpus: 5 papers; trusts 5 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Finance — 8 citations into it; #6,500 of 10,518 by trust here, #5,938 by citations

Whom Mihail Zervos trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jean B. Lasserre
2. Marek Musiela
3. Yaozhong Hu

Who trusts Mihail Zervos overall

1. Fred Espen Benth
2. Minghe Zhou
3. J. Šaltytė Benth
4. Kam Chuen Yuen

Papers from Mihail Zervos's perspective

Ordered by how strongly the researchers Mihail Zervos trusts endorse each paper. Same corpus, a different order for every researcher.

1. Martingale Methods in Financial Modelling
2. Global Optimization with Polynomials and the Problem of Moments (SIAM Journal on Optimization)
3. Regularizing fractional Brownian motion with a view towards stock price modelling
4. FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
5. Pricing weather derivatives by marginal value
6. Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
7. Statistics for long-memory processes
8. SOLVING SYSTEMS OF POLYNOMIAL EQUATIONS
9. Semidefinite programming
10. Introduction to Numerical Analysis

Their papers

• Optimal dividend and issuance of equity policies in the presence of proportional costs (2008) — 132 citations
• A model for investment decisions with switching costs (2001) — 114 citations
• PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS (2006) — 74 citations
• Dynamical pricing of weather derivatives (2002) — 222 citations
• Finite-Fuel Singular Control With Discretionary Stopping (2000) — 61 citations