Pages that link to "Item:Q651335"
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The following pages link to Utility indifference valuation for jump risky assets (Q651335):
Displaying 6 items.
- Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator (Q311996) (← links)
- A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153) (← links)
- BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk (Q2813078) (← links)
- UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (Q4649503) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
- APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES (Q5265239) (← links)
