Pages that link to "Item:Q2572403"
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The following pages link to Dynamic exponential utility indifference valuation (Q2572403):
Displayed 6 items.
- Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416) (← links)
- Convex pricing by a generalized entropy penalty (Q2426607) (← links)
- Solvability of backward stochastic differential equations with quadratic growth (Q2476890) (← links)
- Exponential utility indifference valuation in two Brownian settings with stochastic correlation (Q3516396) (← links)
- OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (Q3608738) (← links)
- The Dynamic<i>q</i>-Valuation of a Contingent Claim in a Continuous Market Model (Q3611811) (← links)