Dynamic valuation of options on non-traded assets and trading strategies (Q741862): Difference between revisions

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+https://doi.org/10.1007/s11424-013-1198-2
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+W2346472338
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+VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
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+Q3613975
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+An example of indifference prices under exponential preferences
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+Q4218383
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+Q3613978
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+Pricing Via Utility Maximization and Entropy
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+PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS
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+Optimal investment with derivative securities
@@ Property / cites work: Optimal investment with derivative securities / rank @@
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+A solution approach to valuation with unhedgeable risks
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+Q4368791
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+The minimal entropy measure and an Esscher transform in an incomplete market model
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