King's College London
Financial Mathematics
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Dr Mihail Zervos

Department of Mathematics
King's College London
Strand, London WC2R 2LS
United Kingdom

Room 536, Strand Building
Tel: +44-(0)20-7848 2633 (direct line)
Tel: +44-(0)20-7848 2217 (general office)
Fax: +44-(0)20-7848 2017

Mihail Zervos is a member of the Financial Mathematics research group.

Mihail Zervos graduated from the Department of Electrical Engineering, National Technical University of Athens in 1990. He received his MSc degree in control systems and his PhD degree in stochastic control and optimisation in 1991 and 1995, respectively, from Imperial College, University of London. During the years 1995-2000 he was a lecturer in the Department of Statistics, University of Newcastle.

His current research interests include stochastic analysis, stochastic control and optimisation, optimal stopping problems, valuation of investment decisions and investments in real options, options of American type, derivative pricing in incomplete markets, weather derivatives.

Refereed journal publications
Book chapters
Submitted to refereed journals
Working papers
Conference proceedings

[Financial Mathematics] [KCl Mathematics] [King's College]