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Zariphopoulou, Thaleia
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1

Correction to: Stochastic Analysis, Filtering, and Stochast..:

, In: Stochastic Analysis, Filtering, and Stochastic Optimization,
Yin, George ; Zariphopoulou, Thaleia - p. C1-C1 , 2022
Link: https://doi.org/10.1007/..
 
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2

Stochastic Analysis, Filtering, and Stochastic Optimization..:

Yin, George ; Zariphopoulou, Thaleia - 1st ed. 2022 . , 2022
Link: https://doi.org/10.1007/..
 
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3

N-Player and Mean-Field Games in Itˆo-Diffusion Markets wit..:

, In: Stochastic Analysis, Filtering, and Stochastic Optimization,
Hu, Ruimeng ; Zariphopoulou, Thaleia - p. 209-237 , 2022
Link: https://doi.org/10.1007/..
 
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4

Competition in Fund Management and Forward Relative Perform..:

Anthropelos, Michail ; Geng, Tianran ; Zariphopoulou, Thaleia
SIAM Journal on Financial Mathematics.  13 (2022)  4 - p. 1271-1301 , 2022
Link: https://doi.org/10.1137/..
 
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5

In memoriam: Mark H. A. Davis and his contributions to math..:

Obłój, Jan ; Zariphopoulou, Thaleia
Mathematical Finance.  31 (2021)  4 - p. 1099-1110 , 2021
Link: https://doi.org/10.1111/..
 
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6

Forward rank‐dependent performance criteria: Time‐consisten..:

He, Xue Dong ; Strub, Moris S. ; Zariphopoulou, Thaleia
Mathematical Finance.  31 (2021)  2 - p. 683-721 , 2021
Link: https://doi.org/10.1111/..
 
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7

Computational medicine, present and the future: obstetrics ..:

Bukowski, Radek ; Schulz, Karl ; Gaither, Kelly...
American Journal of Obstetrics and Gynecology.  224 (2021)  1 - p. 16-34 , 2021
Link: https://doi.org/10.1016/..
 
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8

An Approximation Scheme for Semilinear Parabolic PDEs with ..:

Huang, Shuo ; Liang, Gechun ; Zariphopoulou, Thaleia
SIAM Journal on Control and Optimization.  58 (2020)  1 - p. 165-191 , 2020
Link: https://doi.org/10.1137/..
 
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9

Predictable Forward Performance Processes: The Binomial Cas:

Angoshtari, Bahman ; Zariphopoulou, Thaleia ; Zhou, Xun Yu
SIAM Journal on Control and Optimization.  58 (2020)  1 - p. 327-347 , 2020
Link: https://doi.org/10.1137/..
 
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10

Mean field and n‐agent games for optimal investment under r..:

Lacker, Daniel ; Zariphopoulou, Thaleia
Mathematical Finance.  29 (2019)  4 - p. 1003-1038 , 2019
Link: https://doi.org/10.1111/..
 
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11

Optimal Contract for a Fund Manager with Capital Injections..:

Nadtochiy, Sergey ; Zariphopoulou, Thaleia
SIAM Journal on Financial Mathematics.  10 (2019)  3 - p. 698-722 , 2019
Link: https://doi.org/10.1137/..
 
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12

An ergodic BSDE approach to forward entropic risk measures:..:

Chong, Wing Fung ; Hu, Ying ; Liang, Gechun.
Finance and Stochastics.  23 (2018)  1 - p. 239-273 , 2018
Link: https://doi.org/10.1007/..
 
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13

Dynamically consistent investment under model uncertainty: ..:

Källblad, Sigrid ; Obłój, Jan ; Zariphopoulou, Thaleia
Finance and Stochastics.  22 (2018)  4 - p. 879-918 , 2018
Link: https://doi.org/10.1007/..
 
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14

Representation of Homothetic Forward Performance Processes ..:

Liang, Gechun ; Zariphopoulou, Thaleia
SIAM Journal on Financial Mathematics.  8 (2017)  1 - p. 344-372 , 2017
Link: https://doi.org/10.1137/..
 
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15

Asymptotic Analysis of Forward Performance Processes in Inc..:

Shkolnikov, Mykhaylo ; Sircar, Ronnie ; Zariphopoulou, Thaleia
SIAM Journal on Financial Mathematics.  7 (2016)  1 - p. 588-618 , 2016
Link: https://doi.org/10.1137/..
 
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