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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
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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
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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
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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
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Investment performance measurement under asymptotically linear local risk tolerance
Zariphopoulou-Souganidis, Thaleia; Zhou, T. - 2009
Persistent link: https://www.econbiz.de/10003826961
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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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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
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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
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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
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Optimal environmental management in the presence of irreversibilities
Scheinkman, José Alexandre; Zariphopoulou-Souganidis, … - 1996
Persistent link: https://www.econbiz.de/10000934485