维普中文期刊产品整合服务
61篇 您的检索式:作者名="ZARIPHOPOULOU T"
    题名 作者 年代 出处 被引量
1Consumption Investment Models with Constraints显示文摘Zariphopoulou T 1994SIAM Journal of Con-trol and Optimization1994,32,:1
2An example of indifference prices under exponential preferences显示文摘MUSIELA M ZARIPHOPOULOU T 2004Finance and Stochastics2004,8,2:1
3Optimal Investment and Consumption Models with Non-linear Stock Dy-namics显示文摘Zariphopoulou T 1999Mathematical Methods of Opertaton Research1999,50,:1
4Investment_consumption models with transaction fees and Markov_chain parameters 显示文摘Zariphopoulou T 1992SIAM Journal of Control and Optimization1992,30,3:1
5European option pricing with transaction costs 显示文摘Davis M H Panas V G and Zariphopoulou T 1993SIAM Journal of Control and Optimization1993,31,2:1
6Consumption investment models with constraints显示文摘ZARIPHOPOULOU T 1994SIMA J of Optimization1994,32,1:1
7An example of indifference prices under exponential preferences显示文摘Musiela M Zariphopoulou T 2004Finance and Stochastic2004,8,2:1
8An optimal investment/consumption model with borrowing 显示文摘FlLEMING W H ZARIPHOPOULOU T 1991Mathematics of Operations Research1991,16,4:1
9A valuation algorithm for indifference prices in incomplete markets显示文摘Musiela M Zariphopoulou T A 2005Finance Stochastic2005,8,3:1
10An example of indifference prices under exponential preferences显示文摘Musiela M Zariphopoulou T 2004Finance and Stochastics2004,8,2:1
11Hedging in incomplete market with HARA utility显示文摘Duffie D Fleming W Soner H M Zariphopoulou T 1997Journal of Economic Dynamics and Control1997,21,:1
12European option pricing with transaction costs 显示文摘DAVIS M H PANAS V G ZARIPHOPOULOU T 1993SIAM J of Control and Optimization1993,31,2:1
13Optimal investment with undiversifiable income显示文摘Duflie D Zariphopoulou T 1993Mathematical Finance1993,3,:1
14Investment-consumption methods with constrains 显示文摘ZARIPHOPOULOU T 1994SIAM J of Control and Optimization1994,32,1:1
15Credit de- rivatives and risk aversion显示文摘T LEUNG R SIRCAR T ZARIPHOPOULOU 2008In Advances in Econometrics2008,22,:1
16Utility valuation of credit derivatives and application to CDOs显示文摘R SIRCA T ZARIPHOPOULOU 2010Quantitative Finance2010,10,2:1
17An optimal investment-consumption model with borrowing显示文摘Fleming W H Zariphopoulou T 1991Mathematics of Operations Research1991,16,4:1
18Consumption-investment models with constraints显示文摘Zariphopoulou T 1994SIAM Journal of Control Optimization1994,32,1:1
19A Solution approach to valuation with unhedgable risks显示文摘Zariphopoulou T 2001Finance stochastic2001,,5:1
20Optimal consumption and portfolio choice with borrowing constraints显示文摘Vila J L Zariphopoulou T 1997Journal of Economic Theory1997,77,2:1
返回顶部 每页显示:
共4页 首页 上一页 第1页 下一页 末页 /4 跳转

网站首页 | 关于我们 | 联系我们 | 产品服务 | 客服中心 | 广告服务 | 版权声明 | 网站联盟 | 友情链接 | 售卡网点

版权所有© 渝B2-20050021-1 渝公网安备 50019002500403号 违法和不良信息举报中心

互联网出版许可证 新出网证(渝)字10号 全国400电话 - 免长途话费