Pages that link to "Item:Q2707148"
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The following pages link to Pricing Via Utility Maximization and Entropy (Q2707148):
Displayed 22 items.
- Numerical approach to asset pricing models with stochastic differential utility (Q853855) (← links)
- Convergence of utility indifference prices to the superreplication price (Q857825) (← links)
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
- Pricing and hedging in the presence of extraneous risks (Q885263) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- Vector majorization and a robust option replacement trading strategy (Q931422) (← links)
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
- An analytical characterization for an optimal change of Gaussian measures (Q955485) (← 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)
- Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
- A stability result for the HARA class with stochastic interest rates. (Q1423345) (← links)
- Utility based optimal hedging in incomplete markets. (Q1872394) (← links)
- Utility maximizing entropy and the second law of thermodynamics. (Q1879820) (← links)
- Convex pricing by a generalized entropy penalty (Q2426607) (← links)
- On convergence to the exponential utility problem (Q2464849) (← links)
- Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
- Utility maximization in incomplete markets (Q2572389) (← links)
- Dynamic exponential utility indifference valuation (Q2572403) (← links)
- OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (Q3608738) (← links)
- Entropic Conditions and Hedging (Q5429599) (← links)