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A solution approach to valuation with unhedgeable risks
Zariphopoulou-Souganidis, Thaleia - In: Finance and stochastics 5 (2001) 1, pp. 61-82
Persistent link: https://www.econbiz.de/10001553048
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Turnpike behavior of long-term investments
Huang, Chi-fu; Zariphopoulou, Thaleia - In: Finance and stochastics 3 (1999) 1, pp. 15-34
Persistent link: https://www.econbiz.de/10001367438
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Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
Kōnstantinidēs, Giōrgos; Zariphopoulou-Souganidis, … - In: Finance and stochastics 3 (1999) 3, pp. 345-369
Persistent link: https://www.econbiz.de/10001389116
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A valuation algorithm for indifference prices in incomplete markets
Musiela, Marek; Zariphopoulou, Thaleia - In: Finance and stochastics 8 (2004) 3, pp. 399-414
Persistent link: https://www.econbiz.de/10008214760
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An example of indifference prices under exponential preferences
Musiela, Marek; Zariphopoulou, Thaleia - In: Finance and stochastics 8 (2004) 2, pp. 229-240
Persistent link: https://www.econbiz.de/10008214885
Cover Image
A solution approach to valuation with unhedgeable risks
Zariphopoulou, Thaleia - In: Finance and stochastics 5 (2001) 1, pp. 61-82
Persistent link: https://www.econbiz.de/10008217236
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Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
Constantinides, George M.; Zariphopoulou, Thaleia - In: Finance and stochastics 3 (1999) 3, pp. 345
Persistent link: https://www.econbiz.de/10008218068
Cover Image
Turnpike behavior of long-term investments
Huang, Chi-fu; Zariphopoulou, Thaleia - In: Finance and stochastics 3 (1999) 1, pp. 15-34
Persistent link: https://www.econbiz.de/10008218084
Cover Image
An example of indifference prices under exponential preferences
Musiela, Marek; Zariphopoulou-Souganidis, Thaleia - In: Finance and stochastics 8 (2004) 2, pp. 229-239
Persistent link: https://www.econbiz.de/10002012576
Cover Image
A valuation algorithm for indifference prices in incomplete markets
Musiela, Marek; Zariphopoulou-Souganidis, Thaleia - In: Finance and stochastics 8 (2004) 3, pp. 399-414
Persistent link: https://www.econbiz.de/10002130322