Pages that link to "Item:Q2879039"

The following pages link to Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging (Q2879039):

Displaying 2 items.

• A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk (Q2796752) (← links)
• A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets (Q4991036) (← links)