Pages that link to "Item:Q3516396"
From MaRDI portal
The following pages link to Exponential utility indifference valuation in two Brownian settings with stochastic correlation (Q3516396):
Displaying 15 items.
- Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083) (← links)
- Stability of utility maximization in nonequivalent markets (Q287676) (← links)
- Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
- Exponential utility maximization under partial information (Q650760) (← links)
- Convexity bounds for BSDE solutions, with applications to indifference valuation (Q718884) (← links)
- Cross hedging with stochastic correlation (Q1761431) (← links)
- Optimal acquisition of a partially hedgeable house (Q2342736) (← links)
- A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk (Q2796752) (← links)
- PORTFOLIOS OF AMERICAN OPTIONS UNDER GENERAL PREFERENCES: RESULTS AND COUNTEREXAMPLES (Q2875728) (← links)
- Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment (Q4579834) (← links)
- Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting (Q5256270) (← links)
- PRICING FOR LARGE POSITIONS IN CONTINGENT CLAIMS (Q5283402) (← links)
- Convergence results for the indifference value based on the stability of BSDEs (Q5411914) (← links)
- Portfolio Optimization under Fast Mean-Reverting and Rough Fractional Stochastic Environment (Q5742993) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
