Number of items: **18**.

## Danilova, A

Danilova, Albina and Monoyios, Michael and Ng, Andrew Optimal investment with inside information and parameter uncertainty. Mathematics and Financial Economics . (Unpublished)

## Monoyios, M

Monoyios, Michael (2013) Malliavin calculus method for asymptotic expansion of dual control problems. SIAM Journal on Financial Mathematics, 4 . pp. 884-915.

Monoyios, Michael (2010) Optimal exercise of an executive stock option by an insider. International Journal of Theoretical and Applied Finance . (In Press)

Monoyios, Michael (2010) Optimal investment with inside information and parameter uncertainty. Mathematics and Financial Economics, 3 . pp. 13-38.

Monoyios, Michael (2010) Utility-based valuation and hedging of basis risk with partial information. Applied Mathematical Finance . (In Press)

Monoyios, Michael (2009) Optimal investment and hedging under partial and inside information. In: Radon Series on Computational and Applied Mathematics. Radon Series on Computational and Applied Mathematics . De Gruyter, Berlin. (In Press)

Monoyios, Michael (2008) Marginal utility-based hedging of claims on non-traded assets with partial information. preprint . (Submitted)

Monoyios, Michael (2008) Utility indifference pricing with market incompleteness. In: Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing. Nova Science Publishers, Hauppage, New York, USA. ISBN 978 1 60456 931 5 (In Press)

Monoyios, Michael (2007) Optimal hedging and parameter uncertainty. IMA Journal of Management Mathematics, 18 . pp. 331-351.

Monoyios, Michael (2007) The minimal entropy measure and an Esscher transform in an incomplete market model. Statistics and Probability Letters, 77 . pp. 1070-1076.

Monoyios, Michael (2006) Characterisation of optimal dual measures via distortion. Decisions in Economics and Finance, 29 . pp. 95-119.

Monoyios, Michael (2005) The minimal entropy measure and an Esscher transform in an incomplete market model. . . (Submitted)

Monoyios, Michael (2004) Option pricing with transaction costs using a Markov chain approximation. Journal of Economic Dynamics and Control, 28 . pp. 889-913.

Monoyios, Michael (2004) Performance of utility based strategies for hedging basis risk. Quantitative Finance, 4 . pp. 245-255.

Monoyios, Michael (2003) Efficient option pricing with transaction costs. Journal of Computational Finance, 7 (1). pp. 107-128.

Monoyios, Michael and Sarno, Lucio (2002) Mean reversion in stock index futures markets: a nonlinear analysis. Journal of Futures Markets, 22 . pp. 285-314.

Monoyios, Michael (1989) Preserving unitarity in a novel perturbative technique for solving quantum field theory. Zeitschrift fur Physik C, 42 . pp. 325-329.

Danilova, Albina and Monoyios, Michael and Ng, Andrew Optimal investment with inside information and parameter uncertainty. Mathematics and Financial Economics . (Unpublished)

Monoyios, Michael Utility-based valuation and hedging of basis risk with partial information. Applied Mathematical Finance . (Submitted)

## Ng, A

Danilova, Albina and Monoyios, Michael and Ng, Andrew Optimal investment with inside information and parameter uncertainty. Mathematics and Financial Economics . (Unpublished)

## Sarno, L

Monoyios, Michael and Sarno, Lucio (2002) Mean reversion in stock index futures markets: a nonlinear analysis. Journal of Futures Markets, 22 . pp. 285-314.

This list was generated on **Sat May 23 06:26:28 2015 BST**.