Michael Monoyios
University of Oxford
H-index: 14
Europe-United Kingdom
Top articles of Michael Monoyios
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Duality for optimal consumption under no unbounded profit with bounded risk | The Annals of Applied Probability | Michael Monoyios | 2022/10 |
Stability of the Epstein-Zin problem | arXiv preprint arXiv:2208.09895 | Michael Monoyios Oleksii Mostovyi | 2022/8/21 |
Duality for optimal consumption with randomly terminating income | Mathematical Finance | Ashley Davey Michael Monoyios Harry Zheng | 2021/10 |
Infinite horizon utility maximisation from inter-temporal wealth | arXiv preprint arXiv:2009.00972 | Michael Monoyios | 2020/8/31 |
COMPUTING THE DISTORTION FUNCTION | MICHAEL MONOYIOS | 2020/6/10 | |
Executive stock option exercise with full and partial information on a drift change point | SIAM Journal on Financial Mathematics | Vicky Henderson Kamil Kladívko Michael Monoyios Christoph Reisinger | 2020 |
DUALITY AND DEEP LEARNING FOR OPTIMAL CONSUMPTION WITH RANDOMLY TERMINATING INCOME | ASHLEY DAVEY MICHAEL MONOYIOS HARRY ZHENG | 2020/10/30 |
Co-Authors
