Pages that link to "Item:Q4419300"
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The following pages link to VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION (Q4419300):
Displayed 17 items.
- Bounds for the utility-indifference prices of non-traded assets in incomplete markets (Q816441) (← links)
- Characterisation of optimal dual measures via distortion (Q882491) (← links)
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Explicit solutions to an optimal portfolio choice problem with stochastic income (Q956429) (← links)
- Sensitivity analysis of utility-based prices and risk-tolerance wealth processes (Q997422) (← links)
- Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (Q1006557) (← links)
- Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
- Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (Q2464858) (← links)
- Horizon-unbiased utility functions (Q2464859) (← links)
- Heat polynomials and Lie point symmetries (Q2497399) (← links)
- CROSS HEDGING WITHIN A LOG MEAN REVERTING MODEL (Q3502985) (← links)
- Exponential utility indifference valuation in two Brownian settings with stochastic correlation (Q3516396) (← links)
- OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS (Q5422628) (← links)
- Entropic Conditions and Hedging (Q5429599) (← links)
- Indifference Pricing and Hedging for Volatility Derivatives (Q5459528) (← links)
- The impact of the market portfolio on the valuation, incentives and optimality of executive stock options (Q5697334) (← links)
- PRICING PRECIPITATION BASED DERIVATIVES (Q5714653) (← links)