Pages that link to "Item:Q1938975"
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The following pages link to A note on utility based pricing and asymptotic risk diversification (Q1938975):
Displaying 4 items.
- Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
- MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING (Q3467598) (← links)
- INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS (Q4635044) (← links)
- PRICING FOR LARGE POSITIONS IN CONTINGENT CLAIMS (Q5283402) (← links)