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Zariphopoulou, Thaleia
16
Constantinides, George M.
2
Musiela, Marek
2
Obłój, Jan
2
Tourin, Agnès
2
Young, Virginia R.
2
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1
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Duffie, Darrell
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1
Scheinkman, José A.
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Finance and stochastics
7
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2
Journal of economic theory
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Australian economic papers
1
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OLC EcoSci
ECONIS (ZBW)
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Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
Young, V.R.
;
Zariphopoulou, T.
- In:
Scandinavian actuarial journal : Actuarial Society of …
(
2002
)
4
,
pp. 246-279
Persistent link: https://www.econbiz.de/10005939498
Saved in:
2
Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model
Cherny, Vladimir
;
Obłój, Jan
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 771-800
Persistent link: https://www.econbiz.de/10010183830
Saved in:
3
Robust pricing and hedging of double no-touch options
Cox, Alexander M. G.
;
Obłój, Jan
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 573-606
Persistent link: https://www.econbiz.de/10009262457
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4
Optimal investment and consumption models with non-linear stock dynamics
Zariphopoulou, Thaleia
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10006626463
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5
Hedging in incomplete markets with HARA utility
Duffie, Darrell
;
Fleming, Wendell
;
Mete Soner, H.
; …
- In:
Journal of economic dynamics & control
21
(
1997
)
4-5
,
pp. 753-782
Persistent link: https://www.econbiz.de/10006792640
Saved in:
6
Computation of distorted probabilities for diffusion processes via stochastic control methods
Young, Virginia R.
;
Zariphopoulou, Thaleia
- In:
Insurance / Mathematics & economics
27
(
2000
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10006906965
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7
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
Saved in:
8
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
Saved in:
9
ARTICLES - Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities
Constantinides, George M.
;
Zariphopoulou, Thaleia
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 331-346
Persistent link: https://www.econbiz.de/10008216987
Saved in:
10
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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