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Zariphopoulou-Souganidis, Thaleia
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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:
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