Pages that link to "Item:Q1413332"
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The following pages link to Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332):
Displayed 13 items.
- Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
- A law of large numbers approach to valuation in life insurance (Q865608) (← links)
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Convergence of utility indifference prices to the superreplication price: the whole real line case (Q996718) (← links)
- Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416) (← links)
- Structuration optimale de produits financiers et diversification en présence de sources de risque non-négociables. (Optimal design of financial derivatives) (Q1408118) (← links)
- Dynamic exponential utility indifference valuation (Q2572403) (← links)
- The minimal entropy measure and an Esscher transform in an incomplete market model (Q2643378) (← links)
- DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES (Q3502167) (← links)
- OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (Q3608738) (← links)
- A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)
- Entropic Conditions and Hedging (Q5429599) (← links)
- OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (Q5488979) (← links)