Pages that link to "Item:Q4673847"
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The following pages link to PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE (Q4673847):
Displayed 7 items.
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Indifference prices of structured catastrophe (CAT) bonds (Q998295) (← links)
- Dynamic exponential utility indifference valuation (Q2572403) (← links)
- INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK (Q3576958) (← links)
- Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds (Q3632835) (← links)
- AN APPROXIMATE APPROACH TO THE EXPONENTIAL UTILITY INDIFFERENCE VALUATION (Q5297234) (← links)
- OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS (Q5422628) (← links)