| Performance ofutility-based strategies for hedging basis risk M Monoyios Quantitative Finance 4 (3), 245, 2004 | 107 | 2004 |
| Option pricing with transaction costs using a Markov chain approximation M Monoyios Journal of Economic Dynamics and Control 28 (5), 889-913, 2004 | 99 | 2004 |
| Mean reversion in stock index futures markets: A nonlinear analysis M Monoyios, L Sarno Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2002 | 89 | 2002 |
| Optimal hedging and parameter uncertainty M Monoyios IMA Journal of Management Mathematics 18 (4), 331-351, 2007 | 57 | 2007 |
| Optimal investment with inside information and parameter uncertainty A Danilova, M Monoyios, A Ng Mathematics and Financial Economics 3, 13-38, 2010 | 40 | 2010 |
| Characterisation of optimal dual measures via distortion M Monoyios Decisions in Economics and Finance 29, 95-119, 2006 | 31 | 2006 |
| Efficient option pricing with transaction costs M Monoyios | 28 | 2003 |
| The minimal entropy measure and an Esscher transform in an incomplete market model M Monoyios Statistics & probability letters 77 (11), 1070-1076, 2007 | 27 | 2007 |
| The principle of minimal sensitivity applied to a new perturbative scheme in quantum field theory HF Jones, M Monoyios International Journal of Modern Physics A 4 (07), 1735-1746, 1989 | 27 | 1989 |
| Utility indifference pricing with market incompleteness M Monoyios Nova Science Publishers, 2008 | 22 | 2008 |
| Utility-based valuation and hedging of basis risk with partial information M Monoyios Applied Mathematical Finance 17 (6), 519-551, 2010 | 21 | 2010 |
| Intern HF Jones, M Monoyios J. Mod. Phys A 4, 1735, 1989 | 19 | 1989 |
| Malliavin calculus method for asymptotic expansion of dual control problems M Monoyios SIAM Journal on Financial Mathematics 4 (1), 884-915, 2013 | 18 | 2013 |
| Optimal investment and hedging under partial and inside information M Monoyios Advanced Financial Modelling, Radon Series on Computational and Applied …, 2009 | 18 | 2009 |
| Executive stock option exercise with full and partial information on a drift change point V Henderson, K Kladívko, M Monoyios, C Reisinger SIAM Journal on Financial Mathematics 11 (4), 1007-1062, 2020 | 11 | 2020 |
| Marginal utility-based hedging of claims on non-traded assets with partial information M Monoyios | 9 | 2008 |
| Optimal exercise of an executive stock option by an insider M Monoyios, A Ng International Journal of Theoretical and Applied Finance 14 (01), 83-106, 2011 | 7 | 2011 |
| Preserving unitarity in a novel perturbative technique for solving quantum field theory M Monoyios Zeitschrift für Physik C Particles and Fields 42, 325-329, 1989 | 5 | 1989 |
| Duality for optimal consumption under no unbounded profit with bounded risk M Monoyios The Annals of Applied Probability 32 (5), 3572-3613, 2022 | 4 | 2022 |
| Finite horizon portfolio selection with transaction costs M Monoyios Brunel University, Centre for Empirical Research in Finance, 2001 | 4 | 2001 |
Albina DanilovaLSEVerified email at lse.ac.uk
