The following pages link to Thaleia Zariphopoulou (Q175129):
Displaying 50 items.
- Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
- Hedging in incomplete markets with HARA utility (Q1391763) (← links)
- Computation of distorted probabilities for diffusion processes via stochastic control methods. (Q1584581) (← links)
- An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← links)
- A valuation algorithm for indifference prices in incomplete markets (Q1776009) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Optimal investment and consumption models with non-linear stock dynamics (Q1809499) (← links)
- An example of indifference prices under exponential preferences (Q1887273) (← links)
- Numerical schemes for investment models with singular transactions (Q1890892) (← links)
- Bounds on process of contingent claims in an intertemporal economy with proportional transaction costs and general preferences (Q1966383) (← links)
- Pricing early exercise contracts in incomplete markets (Q2386628) (← links)
- On level curves of value functions in optimization models of expected utility. (Q2707154) (← links)
- Bounds on derivative prices in an intertemporal setting with proportional transaction costs and multiple securities (Q2757317) (← links)
- Free boundary problems in asset pricing with transaction costs (Q2760115) (← links)
- Stochastic control methods in asset pricing. (Q2785000) (← links)
- Asymptotic analysis of forward performance processes in incomplete markets and their ill-posed HJB equations (Q2819095) (← links)
- An approximation scheme for solution to the optimal investment problem in incomplete markets (Q2873139) (← links)
- Stochastic Partial Differential Equations and Portfolio Choice (Q3000883) (← links)
- INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA (Q3086256) (← links)
- Forward indifference valuation of American options (Q3145087) (← links)
- (Q3160513) (← links)
- Maturity-Independent Risk Measures (Q3563694) (← links)
- Portfolio Choice under Space-Time Monotone Performance Criteria (Q3563696) (← links)
- Credit derivatives and risk aversion (Q3572021) (← links)
- (Q3613974) (← links)
- Portfolio choice under dynamic investment performance criteria (Q3623405) (← links)
- Optimal Asset Allocation under Forward Exponential Performance Criteria (Q3626714) (← links)
- (Q3656701) (← links)
- An Optimal Investment/Consumption Model with Borrowing (Q3989818) (← links)
- Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters (Q4016754) (← links)
- (Q4227227) (← links)
- Consumption-Investment Models with Constraints (Q4286618) (← links)
- (Q4356592) (← links)
- Optimal Investment With Undiversifiable Income Risk (Q4372005) (← links)
- Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility (Q4455898) (← links)
- (Q4495101) (← links)
- Comment on ‘The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices’ (Q4526201) (← links)
- A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility (Q4561947) (← links)
- (Q4589047) (← links)
- Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random (Q4652585) (← links)
- European Option Pricing with Transaction Costs (Q4695411) (← links)
- (Q4848529) (← links)
- (Q4868513) (← links)
- Optimal Contract for a Fund Manager with Capital Injections and Endogenous Trading Constraints (Q4971978) (← links)
- Competition in Fund Management and Forward Relative Performance Criteria (Q5045200) (← links)
- Correction to: Stochastic Analysis, Filtering, and Stochastic Optimization (Q5050077) (← links)
- N-Player and Mean-Field Games in Itˆo-Diffusion Markets with Competitive or Homophilous Interaction (Q5050086) (← links)
- Utility valuation of multi-name credit derivatives and application to CDOs (Q5190134) (← links)
- Mean field and <i>n</i>‐agent games for optimal investment under relative performance criteria (Q5204849) (← links)
- An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749) (← links)
