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Optimal investment and consumption models with non-linear stock dynamics
Zariphopoulou-Souganidis, Thaleia, (1999)
A solution approach to valuation with unhedgeable risks
Zariphopoulou-Souganidis, Thaleia, (2001)
Three essays on valuation and investment in incomplete markets
Zariphopoulou, Thaleia, (2011)