Pages that link to "Item:Q3008484"
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The following pages link to INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES (Q3008484):
Displaying 18 items.
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- Utility maximization problem in the case of unbounded endowment (Q469080) (← links)
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities (Q492168) (← links)
- A note on utility maximization with unbounded random endowment (Q633829) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Indifference pricing under SAHARA utility (Q2223856) (← links)
- Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
- On fairness of systemic risk measures (Q2308182) (← links)
- Constrained nonsmooth utility maximization on the positive real line (Q2356566) (← links)
- CONVEX RISK MEASURES FOR GOOD DEAL BOUNDS (Q2875725) (← links)
- Expected Utility Maximization for Exponential Lévy Models with Option and Information Processes (Q2967983) (← links)
- Utility maximization problem with random endowment and transaction costs: when wealth may become negative (Q2974041) (← links)
- Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← links)
- On utility maximization without passing by the dual problem (Q5086453) (← links)
- Explicit Representations for Utility Indifference Prices (Q5165000) (← links)
- PRICING FOR LARGE POSITIONS IN CONTINGENT CLAIMS (Q5283402) (← links)
- On the dual problem of utility maximization in incomplete markets (Q5965368) (← links)
