Pages that link to "Item:Q4635045"
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The following pages link to INDIFFERENCE PRICES AND IMPLIED VOLATILITIES (Q4635045):
Displaying 4 items.
- Analytical approximation of the transition density in a local volatility model (Q432231) (← links)
- Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
- Portfolio Optimization under Local-Stochastic Volatility: Coefficient Taylor Series Approximations and Implied Sharpe Ratio (Q3188150) (← links)
- Indifference pricing of credit default swaps in a multi-period model (Q6102890) (← links)
