|Fields||Mathematical Finance, Optimal Stopping|
|Institutions||London School of Economics, UK|
|Alma mater||Imperial College London, UK
National Technical University of Athens, Greece
|Academic advisors||Mark Davis|
Zervos received his MSc and PhD degrees from Imperial College London in 1995. After completing his PhD, he was a lecturer at the Department of Statistics, University of Newcastle, where he stayed until 2000. He then joined King's College London, initially as a lecturer and then as a reader in the Department of Mathematics. In 2006 he was appointed to the Chair in Financial Mathematics at the London School of Economics where he was tasked with founding a new Research Group in Financial Mathematics within the Departement of Mathematics.
- D. Brody, J. Syroka and M. Zervos: "Dynamical pricing of weather derivatives". Quantitative Finance 2 (2002), 189–198.
- K. Duckworth, M. Zervos: "A model for investment decisions with switching costs", Annals of Applied Probability, vol.11, 1, 2001, pp. 239–260
- Davis, M. H. A. and Zervos, M. (1994) "A problem of singular stochastic control with discretionary stopping". Annals of Applied Probability 4, 226–240.