Pages that link to "Item:Q2488502"
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The following pages link to Optimal investment with derivative securities (Q2488502):
Displayed 21 items.
- Impact of risk aversion and belief heterogeneity on trading of defaultable claims (Q338909) (← links)
- Optimal investment and price dependence in a semi-static market (Q486934) (← links)
- Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) (← links)
- Dynamic valuation of options on non-traded assets and trading strategies (Q741862) (← links)
- Vector majorization and a robust option replacement trading strategy (Q931422) (← links)
- Sensitivity analysis of utility-based prices and risk-tolerance wealth processes (Q997422) (← links)
- Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206) (← links)
- Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility (Q1697216) (← links)
- Accounting for risk aversion in derivatives purchase timing (Q1938997) (← links)
- Optimal investment with derivatives and pricing in an incomplete market (Q2291996) (← links)
- A note on utility-based pricing (Q2351402) (← links)
- Non-linear equity portfolio variance reduction under a mean-variance framework -- a delta-gamma approach (Q2450760) (← links)
- Portfolio choice with illiquid asset for a loss-averse pension fund investor (Q2681450) (← links)
- Utility maximization in markets with bid–ask spreads (Q3017887) (← links)
- ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS (Q3576956) (← links)
- Dynamic consumption and asset allocation with derivative securities (Q3593597) (← links)
- A Note on Market Completeness with American Put Options (Q4561927) (← links)
- Pricing European options with stochastic volatility under the minimal entropy martingale measure (Q4594578) (← links)
- INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS (Q4635044) (← links)
- PRICING FOR LARGE POSITIONS IN CONTINGENT CLAIMS (Q5283402) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)