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~person:"Zariphopoulou-Souganidis, Thaleia"
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Zariphopoulou-Souganidis, Thaleia
Rutkowski, Marek
87
Musiela, Marek
40
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16
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Forward exponential indifference valuation in an incomplete binomial model
Musiela, Marek
;
Sokolova, E.
;
Zariphopoulou-Souganidis, …
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 277-302)
.
2016
Persistent link: https://www.econbiz.de/10011800382
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Stochastic partial differential equations and portfolio choice
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 195-216)
.
2010
Persistent link: https://www.econbiz.de/10008749273
Saved in:
5
Initial investment choice and optimal future allocations under time-monotone performance criteria
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10008908393
Saved in:
6
The single period binomial model
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Indifference pricing : theory and applications
,
(pp. 3-43)
.
2009
Persistent link: https://www.econbiz.de/10003807577
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