Pages that link to "Item:Q665826"
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The following pages link to Pricing options in incomplete equity markets via the instantaneous Sharpe ratio (Q665826):
Displaying 15 items.
- Hedging pure endowments with mortality derivatives (Q344001) (← links)
- A call on art investments (Q437102) (← links)
- Pricing and hedging basis risk under no good deal assumption (Q470724) (← links)
- On the pricing of longevity-linked securities (Q659196) (← links)
- Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283) (← links)
- A comparative study of pricing approaches for longevity instruments (Q1799642) (← links)
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
- Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
- Good-Deal Bounds in a Regime-Switching Diffusion Market (Q2889602) (← links)
- From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223) (← links)
- Instantaneous Mean-Variance Hedging and Sharpe Ratio Pricing in a Regime-Switching Financial Model (Q4981886) (← links)
- Relative Hedging of Systematic Mortality Risk (Q5029058) (← links)
