Thaleia Zariphopoulou

Finance · 2001–2017

A researcher in the Science corpus: 10 papers; trusts 39 researchers and is trusted by 31 researchers here, as inferred from the citation graph.

Subfields

Whom Thaleia Zariphopoulou trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Marek Musiela
  2. Huyen Pham
  3. Vicky Henderson
  4. Nizar Touzi
  5. Jessica A. Wachter
  6. Walter Schachermayer
  7. René A. Carmona
  8. Wendell H. Fleming
  9. Jun Liu
  10. Peter E. Caines

Who trusts Thaleia Zariphopoulou overall

  1. Michael Monoyios
  2. Vicky Henderson
  3. Marek Musiela
  4. Michael Tehranchi
  5. Nizar Touzi
  6. Holger Kraft
  7. Ulrich Rieder
  8. Zhongfei Li
  9. David Hobson *
  10. Huyen Pham

Papers from Thaleia Zariphopoulou's perspective

Ordered by how strongly the researchers Thaleia Zariphopoulou trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Mean field games
  2. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
  3. On the Existence of Minimax Martingale Measures
  4. An example of indifference prices under exponential preferences (Finance and Stochastics)
  5. Optimal investment in incomplete markets when wealth may become negative
  6. Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints
  7. User’s guide to viscosity solutions of second order partial differential equations
  8. Optimal consumption from investment and random endowment in incomplete semimartingale markets
  9. Mean Field Games and Systemic Risk
  10. The Master equation in mean field theory

Their papers