The following pages link to Mihail Zervos (Q388888):
Displaying 40 items.
- On the optimal stopping of a one-dimensional diffusion (Q388889) (← links)
- On the submartingale/supermartingale property of diffusions in natural scale (Q492171) (← links)
- Watermark options (Q503393) (← links)
- Necessary and sufficient conditions for the \(r\)-excessive local martingales to be martingales (Q507787) (← links)
- Optimal dividend and issuance of equity policies in the presence of proportional costs (Q931180) (← links)
- A singular control model with application to the goodwill problem (Q952745) (← links)
- \(\pi \) options (Q981010) (← links)
- A singular control problem with an expected and a pathwise ergodic performance criterion (Q995849) (← links)
- (Q1273449) (redirect page) (← links)
- A pair of explicitly solvable singular stochastic control problems (Q1273450) (← links)
- A problem of singular stochastic control with discretionary stopping (Q1327614) (← links)
- A model for investment decisions with switching costs. (Q1872483) (← links)
- On the relationship of the dynamic programing approach and the contingent claim approach to asset valuation (Q1979072) (← links)
- Irreversible capital accumulation with economic impact (Q2013934) (← links)
- A zero-sum game between a singular stochastic controller and a discretionary stopper (Q2258524) (← links)
- Discretionary stopping of stochastic differential equations with generalised drift (Q2279339) (← links)
- Impulse control of one-dimensional ito diffusions with an expected and a pathwise ergodic criterion (Q2432615) (← links)
- Finite-Fuel Singular Control With Discretionary Stopping (Q2706903) (← links)
- On the Epiconvergence of Stochastic Optimization Problems (Q2757606) (← links)
- Long-Term Optimal Investment Strategies in the Presence of Adjustment Costs (Q2840126) (← links)
- BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)
- A Model for Optimally Advertising and Launching a Product (Q2884278) (← links)
- A MODEL FOR THE LONG-TERM OPTIMAL CAPACITY LEVEL OF AN INVESTMENT PROJECT (Q3005956) (← links)
- The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
- A Model for Reversible Investment Capacity Expansion (Q3506528) (← links)
- The explicit solution to a sequential switching problem with non-smooth data (Q3585324) (← links)
- Valuation of Investments in Real Assets with Implications for the Stock Prices (Q4210202) (← links)
- A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping (Q4442989) (← links)
- An investment model with entry and exit decisions (Q4519119) (← links)
- Dynamical pricing of weather derivatives (Q4646781) (← links)
- (Q4810080) (← links)
- A new proof of the discrete-time LQG optimal control theorems (Q4850491) (← links)
- Optimal Execution with Multiplicative Price Impact (Q5250046) (← links)
- Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function (Q5441517) (← links)
- Sequential entry and exit decisions with an ergodic performance criterion (Q5485918) (← links)
- Impulse and Absolutely Continuous Ergodic Control of One-Dimensional Itô Diffusions (Q5493551) (← links)
- A Model for Investments in the Natural Resource Industry with Switching Costs (Q5704048) (← links)
- Mean–variance hedging of contingent claims with random maturity (Q6187370) (← links)
- The Solution to an Impulse Control Problem Motivated by Optimal Harvesting (Q6527821) (← links)
- The solution to an impulse control problem motivated by optimal harvesting (Q6627020) (← links)
