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Optimal investment-consumption models with constraints
Zariphopoulou-Souganidis, Thaleia - 1989
Persistent link: https://www.econbiz.de/10000803308
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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
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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