Pages that link to "Item:Q718884"
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The following pages link to Convexity bounds for BSDE solutions, with applications to indifference valuation (Q718884):
Displaying 4 items.
- Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Convergence results for the indifference value based on the stability of BSDEs (Q5411914) (← links)
- Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365) (← links)
