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Optimal investment-consumption models with constraints

Zariphopoulou-Souganidis, Thaleia - 1989

Persistent link: https://www.econbiz.de/10000803308

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

Dynamic asset allocation and consumption choice in incomplete markets

Stoikov, Sasha F.; Zariphopoulou-Souganidis, Thaleia - In: Australian economic papers 44 (2005) 4, pp. 414-454

Persistent link: https://www.econbiz.de/10003237011

On the optimal wealth process in a log-normal market : applications to risk management

Monin, Philip; Zariphopoulou-Souganidis, Thaleia - In: Journal of financial engineering 1 (2014) 2, pp. 1-37

Persistent link: https://www.econbiz.de/10010508086

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

Investment performance measurement under asymptotically linear local risk tolerance

Zariphopoulou-Souganidis, Thaleia; Zhou, T. - 2009

Persistent link: https://www.econbiz.de/10003826961

Viscosity solutions and numerical schemes for investment/consumption models with transaction costs

Tourin, Agnès; Zariphopoulou-Souganidis, Thaleia - In: Numerical methods in finance, (pp. 245-269). 2008

Persistent link: https://www.econbiz.de/10003723951

On level curves of value functions in optimization models of expected utility

Tiu, Cristian; Zariphopoulou-Souganidis, Thaleia - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 323-338

Persistent link: https://www.econbiz.de/10002177822

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

Pricing insurance via stochastic control : optimal consumption and terminal wealth

Young, Virginia R.; Zariphopoulou-Souganidis, Thaleia - In: Finance : revue de l'Association Française de Finance 25 (2004) Numéro hors séries, pp. 141-155

Persistent link: https://www.econbiz.de/10002877409