Pages that link to "Item:Q816441"
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The following pages link to Bounds for the utility-indifference prices of non-traded assets in incomplete markets (Q816441):
Displaying 6 items.
- Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083) (← links)
- Valuation of power plants by utility indifference and numerical computation (Q836863) (← links)
- A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES (Q2847237) (← links)
- GARCH options via local risk minimization (Q2873537) (← links)
- (Q3154985) (← links)
- DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION? (Q5739191) (← links)
