Pages that link to "Item:Q1583150"

The following pages link to Valuation and martingale properties of shadow prices: an exposition (Q1583150):

Displaying 8 items.

• Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
• Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416) (← links)
• In which financial markets do mutual fund theorems hold true? (Q2271725) (← links)
• ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3370586) (← links)
• Pricing with non-smooth utility function (Q3396066) (← links)
• OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (Q3608738) (← links)
• Asset Pricing Using Finite State Markov Chain Stochastic Discount Functions (Q4648515) (← links)
• DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION? (Q5739191) (← links)