Zariphopoulou, Thaleia - Department of Mathematics, University of Texas at Austin

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Zariphopoulou, Thaleia - Department of Mathematics, University of Texas at Austin

A note on the term structure of risk aversion in utility-based pricing systems
Initial investment choice and optimal future allocations under time-monotone performance
Forward indierence prices: The case study of the binomial model
CURRICULUM VITA Thaleia Zariphopoulou
Indierence valuation in incomplete binomial M. Musielay
Utility Valuation of Credit Derivatives and Application Ronnie Sircar
Options: Current perspectives Thaleia Zariphopoulou
Utility Valuation of Credit Derivatives: Single and Two-Name Cases
DYNAMIC ASSET ALLOCATION AND CONSUMPTION CHOICE IN INCOMPLETE MARKETS
Investments and forward utilities Marek Musiela
Closed Form Option Valuation with Peter Carr and Michael Tari Thaleia Zariphopoulou
Remarks on hedging and numeraire consistency in an incomplete binomial model
DOI: 10.1007/s00780-003-0112-5 Finance Stochast. 8, 229239 (2004)
BOUNDS AND ASYMPTOTIC APPROXIMATIONS FOR UTILITY PRICES WHEN VOLATILITY IS RANDOM
Derivatives pricing, investment management and the term structure of exponential utilities
Forward Indifference Valuation of American Options Ronnie Sircar
The backward and forward dynamic utilities and the associated pricing systems: Case study of the
Indifference Prices and Related Measures M. Musiela1
Credit Derivatives and Risk Aversion Ronnie Sircar
Investment performance measurement under time-monotone criteria
Optimal Asset Allocation under Forward Exponential Performance Criteria
Investment and valuation under backward and forward dynamic exponential utilities in a
CURRICULUM VITA Thaleia Zariphopoulou
Investment performance measurement under asymptotically linear local risk tolerance