Pages that link to "Item:Q1776009"
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The following pages link to A valuation algorithm for indifference prices in incomplete markets (Q1776009):
Displayed 31 items.
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- On dynamic programming equations for utility indifference pricing under delta constraints (Q534745) (← links)
- Indifference valuation in incomplete binomial models (Q613732) (← links)
- Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- The structure of optimal consumption streams in general incomplete markets (Q926391) (← links)
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: from Knightian uncertainty to risk (Q1741766) (← links)
- Recursiveness of indifference prices and translation-invariant preferences (Q1932524) (← links)
- Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
- Indifference pricing under SAHARA utility (Q2223856) (← links)
- Indifference pricing for CRRA utilities (Q2392015) (← links)
- Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (Q2404536) (← links)
- Explicit solutions of some utility maximization problems in incomplete markets (Q2485800) (← links)
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- Utility maximization in markets with bid–ask spreads (Q3017887) (← links)
- MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE (Q3067159) (← links)
- Valuation of energy storage: an optimal switching approach (Q3564806) (← links)
- FINANCIAL HEDGING OF OPERATIONAL FLEXIBILITY (Q3621562) (← links)
- Pricing jump risk with utility indifference (Q3623407) (← links)
- Market Consistent Pricing of Insurance Products (Q3634589) (← links)
- Effect of Volatility Clustering on Indifference Pricing of Options by Convex Risk Measures (Q4682472) (← links)
- Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351) (← links)
- Solution of the HJB Equations Involved in Utility-Based Pricing (Q5038268) (← links)
- AN APPROXIMATE APPROACH TO THE EXPONENTIAL UTILITY INDIFFERENCE VALUATION (Q5297234) (← links)
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
- OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)
- VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH (Q5866979) (← links)
- Robust utility maximisation with intractable claims (Q6074011) (← links)
- A market- and time-consistent extension for the EIOPA risk-margin (Q6201515) (← links)