M.H.A. Davis and M. Zervos (1994),
A Problem of Singular Stochastic Control with Discretionary Stopping,
The Annals of Applied Probability, vol.4, pp.226-240.
T.G. Koussiouris and M. Zervos (1994),
On the Solvability of Morgan's Problem (I): Necessary and Sufficient Conditions
for Decoupling by State Feedback and a Constant Singular Input Transformation,
IMA Journal of Mathematical Control and Information, vol.11, pp.93-110.
M.H.A. Davis and M. Zervos (1995),
A New Proof of the Discrete-Time LQG Optimal Control Theorems,
IEEE Transactions on Automatic Control, vol.49, pp.1450-1453.
M.H.A. Davis and M. Zervos (1998),
A Pair of Explicitly Solvable Singular Stochastic Control Problems,
Applied Mathematics and Optimization, vol.38, pp.327-352.
T.S. Knudsen, B. Meister and M. Zervos (1998),
Valuation of Investments in Real Assets with Implications for the Stock Prices,
SIAM Journal on Control and Optimization, vol.36, pp.2082-2102.
M. Zervos (1999),
On the Epiconvergence of Stochastic Optimization problems,
Mathematics of Operations Research, vol.24, pp.495-508.
T.S. Knudsen, B. Meister and M. Zervos (1999),
On the Relationship of the Dynamic Programming Approach and the Contingent
Claim Approach to Asset Valuation,
Finance and Stochastics, vol.3, pp.433-449.
K. Duckworth and M. Zervos (2000),
An Investment Model with Entry and Exit Decisions,
Journal of Applied Probability, vol.37, pp.547-559.
I. Karatzas, D. Ocone, H. Wang and M. Zervos (2000),
Finite-Fuel Singular Control with Discretionary Stopping,
Stochastics and Stochastics Reports, vol.71, pp.1-50.
K. Duckworth and M. Zervos (2001),
A Model for Investment Decisions with Switching Costs,
The Annals of Applied Probability, vol.11, pp.239-260.
R.R. Lumley and M. Zervos (2001),
A Model for Investments in the Natural Resource Industry with Switching Costs,
Mathematics of Operations Research, vol.26, pp.637-653.
D.C. Brody, J. Syroka and M. Zervos (2002),
Dynamical Pricing of Weather Derivatives,
Quantitative Finance, vol.2, pp.189-198.
M. Zervos (2003),
A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping,
SIAM Journal on Control and Optimization, vol.42, pp.397-421
([PDF]).
A.L. Bronstein and M. Zervos (2006),
Sequential Entry and Exit Decisions with an Ergodic Performance Criterion,
Stochastics: An International Journal of Probability and Stochastic
Processes, vol.78, pp.99-121
([PDF]).
A. Jack and M. Zervos (2006),
Impulse Control of One-dimensional Itô Diffusions with an Expected and a
Pathwise Ergodic Criterion,
Applied Mathematics and Optimization, vol.54, pp.71-93
([PDF]).
J.B. Lasserre, T. Prieto-Rumeau and M. Zervos (2006),
Pricing a Class of Exotic Options via Moments and SDP Relaxations,
Mathematical Finance, vol.16, pp.469-494
([PDF]).
A. Jack and M. Zervos (2006),
A Singular Control Problem with an Expected and a Pathwise Ergodic Performance Criterion,
Journal of Applied Mathematics and Stochastic Analysis, vol.2006, Article ID 82538,
pp.1-19
([PDF]).
A.L. Bronstein, L.P. Hughston, M.R. Pistorius and M. Zervos (2006),
Discretionary Stopping of One-dimensional Itô Diffusions with a Staircase
Payoff Function,
Journal of Applied Probability, vol.43, pp.984-996
([PDF]).
T.C. Johnson and M. Zervos (2007),
The Solution to a Second Order Linear Ordinary Differential
Equation with a Non-homogeneous Term that is a Measure,
Stochastics: An International Journal of Probability and Stochastic
Processes, vol.79, pp.363-382
([PDF]).
A. Merhi and M. Zervos (2007),
A Model for Reversible Investment Capacity Expansion, SIAM Journal on Control and
Optimization, vol.46, pp.839-876
([PDF]).
A. Lokka and M. Zervos (2008),
Optimal Dividend and Issuance of Equity Policies in the Presence of Proportional Costs,
Insurance: Mathematics and Economics, vol.42, pp.954-961
([PDF]).
A. Jack, T.C. Jonhnson and M. Zervos (2008),
A Singular Control Problem with Application to the Goodwill Problem,
Stochastic Processes and their Applications, vol.118, pp.2098-2124
([PDF]).
T.C. Johnson and M. Zervos (2010),
The Explicit Solution to a Sequential Switching Problem with Non-Smooth Data,
Stochastics: An International Journal of Probability and Stochastic
Processes, vol.82, pp.69-109
([PDF]).
X. Guo and M. Zervos (2010),
π Options, Stochastic Processes and their Applications, vol.120, pp.1033-1059
([PDF]).
A. Lokka and M. Zervos (2011),
A model for the long-term optimal capacity level of an investment project,
International Journal of Theoretical & Applied Finance, vol.14, pp.187-196
([PDF]).
P.C. Lon and M. Zervos (2011),
A model for optimally advertising and launching a product,
Mathematics of Operations Research, vol.36, pp.363-376
([PDF]).
D. Lamberton and M. Zervos (2013),
On the optimal stopping of a one-dimensional diffusion,
Electronic Journal of Probability, vol.18, pp.1-49
([PDF]).
A.Lokka and M. Zervos (2013),
Long-term optimal investment strategies in the presence of adjustment costs,
SIAM Journal on Control and Optimization, vol.51, pp.996-1034
([PDF]).
M. Zervos, T.C. Johnson and F. Alazemi (2013),
Buy-low and sell-high investment strategies,
Mathematical Finance, vol.23, pp.560-578
([PDF]).
A. Gushchin, M. Urusov and M. Zervos (2014),
On the submartingale/supermartingale property of
diffusions in natural scale,
Proceedings of the Steklov Institute of Mathematics,
vol.287, pp.122-132
([PDF]).
D. Hernandez-Hernandez, R.S. Simon and M. Zervos (2015),
A zero-sum game between a singular stochastic controller and a discretionary stopper,
The Annals of Applied Probability, vol.25, pp.46-80
([PDF]).
X. Guo and M. Zervos (2015),
Optimal execution with multiplicative price impact,
SIAM Journal on Financial Mathematics, vol.6, pp.281-306
([PDF]).
N. Rodosthenous and M. Zervos (2017),
Watermark options,
Finance and Stochastics, vol.21, pp.157-186
([PDF]).
M. Urusov and M. Zervos (2017),
Necessary and sufficient conditions for the r-excessive
local martingales to be martingales,
Electronic Communications in Probability,
vol.22, paper no.10, pp.1-6
([PDF]).
H. Al Motairi and M. Zervos (2017),
Irreversible capital accumulation with economic impact,
Applied Mathematics and Optimization, vol.75, pp.525-551
([PDF]).
R.W. Anderson, M.C. Bustamante, S. Guibaud and M. Zervos (2017),
Agency, firm growth and managerial turnover,
Journal of Finance, forthcoming
([PDF]).
L.P. Hughston and M. Zervos (2001),
Martingale Approach to Real Options,
in Disordered and Complex Systems
(P. Sollich, A.C.C. Coolen, L.P. Hughston and R.F. Streater, eds),
American Institute of Physics, pp.325-330.
A. Jack and M. Zervos (2006),
Impulse and Absolutely Continuous Ergodic Control of One-dimensional Itô Diffusions,
in From Stochastic Analysis to Mathematical Finance, Festschrift for Albert Shiryaev
(Y. Kabanov, R. Liptser and J. Stoyanov, eds.), Springer, pp.295-314
([PDF]).
E. Michael, M.N. Malecela, M. Zervos and J.W. Kazura (2008),
Global Eradication of Lymphatic Filariasis: the Value of Chronic Disease Control in
Parasite Elimination Programmes, PLoS ONE 3(8): e2936.doi:10.1371/journal.pone.0002936
D. Melas and M. Zervos (2010),
An Ergodic Impulse Control Model with Applications,
in Modern Trends in Controlled Stochastic Processes: Theory and Applications
(A.B. Piunovskiy, ed), Luniver Press, pp.161-180
([PDF]).
T.G. Koussiouris and M. Zervos,
On the Determination of the Essential Orders and
the Zeros Structure at Infinity from the System Matrix,
ECC91 European Control Conference, Grenoble, France, pp.1781-1783, July 1991.
T.S. Knudsen, B. Meister and M. Zervos,
Valuation of Investments in Real Assets,
37th IEEE Conference on Decision and Control,
Tampa, Florida, pp.2668-2673, 16-18 December 1998.
K. Duckworth and M. Zervos,
A Problem of Stochastic Impulse Control with Discretionary Stopping,
39th IEEE Conference on Decision and Control,
Sydney, Australia, pp.222-227, 12-15 December 2000.
