Michael Monoyios

Optimal investment and hedging under partial information

Michael Monoyios, Johan Radon, J. Radon, 2008 .

Optimal investment with inside information and parameter uncertainty

Michael Monoyios, Albina Danilova, Andrew Ng, 2009 .

Malliavin Calculus Method for Asymptotic Expansion of Dual Control Problems

Michael Monoyios, M. Monoyios, 2012, SIAM J. Financial Math..

Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point

Michael Monoyios, Christoph Reisinger, Vicky Henderson, 2017, SIAM J. Financial Math..

Duality for optimal consumption with randomly terminating income

Michael Monoyios, Harry Zheng, Ashley Davey, 2021, Mathematical Finance.

Optimal investment and hedging under partial and inside information

Michael Monoyios, 2009 .

Option pricing with transaction costs using a Markov chain approximation

Michael Monoyios, 2004 .

Optimal exercise of an executive stock option by an insider

Michael Monoyios, M. Monoyios, Andrew Ng, 2011 .