Duality for optimal consumption under no unbounded profit with bounded risk von Monoyios, Michael

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Stability of the Epstein–Zin problem von Monoyios, Michael, Mostovyi, Oleksii

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The minimal entropy measure and an Esscher transform in an incomplete market model von Monoyios, Michael

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Performance of utility-based strategies for hedging basis risk von Monoyios, Michael

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Duality for optimal consumption with randomly terminating income von Davey, Ashley, Monoyios, Michael, Zheng, Harry

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Malliavin Calculus Method for Asymptotic Expansion of Dual Control Problems von Monoyios, Michael

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Utility-Based Valuation and Hedging of Basis Risk With Partial Information von Monoyios, Michael

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Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point von Henderson, Vicky, Kladívko, Kamil, Monoyios, Michael, Reisinger, Christoph

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Option pricing with transaction costs using a Markov chain approximation von Monoyios, Michael

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Optimal hedging and parameter uncertainty von Monoyios, Michael

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Infinite horizon utility maximisation from inter-temporal wealth von Monoyios, Michael

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Duality for optimal consumption under no unbounded profit with bounded risk von Monoyios, Michael

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Stability of the Epstein-Zin problem von Monoyios, Michael, Mostovyi, Oleksii

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Optimal investment with inside information and parameter uncertainty von Danilova, Albina, Monoyios, Michael, Ng, Andrew

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Characterisation of optimal dual measures via distortion von Monoyios, Michael

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OPTIMAL EXERCISE OF AN EXECUTIVE STOCK OPTION BY AN INSIDER von MONOYIOS, MICHAEL, NG, ANDREW

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Duality for optimal consumption under no unbounded profit with bounded risk von Monoyios, Michael

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Mean reversion in stock index futures markets: A nonlinear analysis von Monoyios, Michael, Sarno, Lucio

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Infinite horizon utility maximisation from inter-temporal wealth von Monoyios, Michael

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Stability of the Epstein-Zin problem von Monoyios, Michael, Mostovyi, Oleksii

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