INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540): Difference between revisions

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+European Option Pricing with Transaction Costs
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+Normal rank
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+Term Structures of Credit Spreads with Incomplete Accounting Information
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+Stochastic Volatility Effects on Defaultable Bonds
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+Default and information
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+VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
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+Real options with constant relative risk aversion
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+Credit derivatives and risk aversion
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+Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates
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+Optimal investments for risk- and ambiguity-averse preferences: a duality approach
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+A minimality property of the minimal martingale measure
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+Utility valuation of multi-name credit derivatives and application to CDOs
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+PRICING OPTIONS FROM THE POINT OF VIEW OF A TRADER
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+PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE
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+Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
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