Number of items: **21**.

## 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(Unpublished)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 Oct 21 20:14:33 2017 BST**.