Michael Monoyios

Michael Monoyios

University of Oxford - Oxford / United Kingdom
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1041850
person_outline Michael Monoyios's MOST POPULAR ARTICLES
1-) Performance ofutility-based strategies for hedging basis riskM MonoyiosQuantitative Finance 4 (3), 245, 20041072004
2-) Option pricing with transaction costs using a Markov chain approximationM MonoyiosJournal of Economic Dynamics and Control 28 (5), 889-913, 2004932004
3-) Mean reversion in stock index futures markets: A nonlinear analysisM Monoyios, L SarnoJournal of Futures Markets: Futures, Options, and Other Derivative Products …, 2002822002
4-) Optimal hedging and parameter uncertaintyM MonoyiosIMA Journal of Management Mathematics 18 (4), 331-351, 2007572007
5-) Optimal investment with inside information and parameter uncertaintyA Danilova, M Monoyios, A NgMathematics and Financial Economics 3, 13-38, 2010402010