Zariphopoulou T.

T. Zariphopoulou

Information about the author T. Zariphopoulou will soon be added to the site.
Found 2 papers in total
Pricing early exercise contracts in incomplete markets
Pricing early exercise contracts in incomplete markets
2003
We present a utility-based methodology for the valuation of early exercise contracts...
Optimal investment and consumption models with non-linear stock dynamics
Optimal investment and consumption models with non-linear stock dynamics
1999
We study a generalization of the Merton's original problem of optimal consumption and...
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