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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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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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Bounds on derivative prices in an intertemporal setting with proportional transaction costs and multiple securities
Kōnstantinidēs, Giōrgos; Zariphopoulou-Souganidis, … - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 331-346
Persistent link: https://www.econbiz.de/10001651163
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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