Indifference pricing and hedging in a multiple-priors model with trading constraints (Q2515302): Difference between revisions

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+PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS
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+Rational hedging and valuation of integrated risks under constant absolute risk aversion.
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+OPTIMAL CONSUMPTION AND INVESTMENT IN INCOMPLETE MARKETS WITH GENERAL CONSTRAINTS
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+MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
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+INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT
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+Dynamic exponential utility indifference valuation
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+Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random
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+A variational inequality arising from European option pricing with transaction costs
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