Mihail Zervos

Identifiers

• name variant Mihail Zervos 0.60 · backfill

Papers (7)

1. Valuation of Employee Stock Options (ESOs) by means of Mean-Variance Hedging q-fin.PR · 2017 · author #2
2. Necessary and sufficient conditions for the $r$-excessive local martingales to be martingales math.PR · 2016 · author #2
3. Watermark Options math.PR · 2016 · author #2
4. An Investment Model with Switching Costs and the Option to Abandon math.OC · 2016 · author #1
5. A zero-sum game between a singular stochastic controller and a discretionary stopper math.PR · 2012 · author #3
6. On the Optimal Stopping of a One-dimensional Diffusion math.PR · 2012 · author #2
7. A Singular Control Model with Application to the Goodwill Problem math.PR · 2007 · author #3

Mentions

• 1212.2074 #3 · backfill · confidence 0.70 Mihail Zervos
• 1207.5491 #2 · backfill · confidence 0.70 Mihail Zervos
• 0711.2143 #3 · backfill · confidence 0.70 Mihail Zervos

Frequent Coauthors

• Andrew J. F. Jack 1 shared papers
• Carlos Oliveira 1 shared papers
• Damien Lamberton (LAMA) 1 shared papers
• Daniel Hernandez-Hernandez 1 shared papers
• Kamil Kladivko 1 shared papers
• Kate Duckworth 1 shared papers
• Mikhail Urusov 1 shared papers
• Neofytos Rodosthenous 1 shared papers
• Robert S. Simon 1 shared papers
• Timothy C. Johnson 1 shared papers