The following pages link to (Q4218383):
Displaying 50 items.
- Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083) (← links)
- Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (Q453370) (← links)
- Pricing and managing risks of European-style options in a Markovian regime-switching binomial model (Q470671) (← links)
- On dynamic programming equations for utility indifference pricing under delta constraints (Q534745) (← links)
- On utility maximization in discrete-time financial market models (Q558678) (← links)
- Application of Moore-Penrose inverse in deciding the minimal martingale measure (Q601957) (← links)
- Foreign currency option pricing with proportional transaction costs (Q621866) (← links)
- Utility-based indifference pricing in regime-switching models (Q640157) (← links)
- Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
- Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework (Q659116) (← links)
- A hidden Markov regime-switching model for option valuation (Q661263) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Pricing a nontradeable asset and its derivatives. (Q703158) (← links)
- Game contingent claims in complete and incomplete markets (Q705897) (← links)
- Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure (Q737172) (← links)
- Dynamic valuation of options on non-traded assets and trading strategies (Q741862) (← links)
- Conditional Davis pricing (Q784731) (← links)
- Bounds for the utility-indifference prices of non-traded assets in incomplete markets (Q816441) (← links)
- Comparison of option prices in semimartingale models (Q854274) (← links)
- Martingale measures in the market with restricted information (Q868406) (← links)
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- Pricing and hedging in the presence of extraneous risks (Q885263) (← links)
- Pricing risky debts under a Markov-modulated Merton model with completely random measures (Q928153) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
- European option pricing and hedging with both fixed and proportional transaction costs (Q956487) (← links)
- On reset option pricing in binomial market with both fixed and proportional transaction costs (Q990579) (← links)
- Sensitivity analysis of utility-based prices and risk-tolerance wealth processes (Q997422) (← links)
- Option pricing when the regime-switching risk is priced (Q1036916) (← links)
- Option hedging theory under transaction costs (Q1042722) (← links)
- Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
- Equal risk pricing under convex trading constraints (Q1655628) (← links)
- Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
- The risk transfer of non-tradable risks under model uncertainty (Q1757937) (← links)
- An actuarial approach to reload option valuation for a non-tradable risk assets under jump-diffusion process and stochastic interest rate (Q1782016) (← links)
- Real options with constant relative risk aversion (Q1853198) (← links)
- Utility based optimal hedging in incomplete markets. (Q1872394) (← links)
- Optimal investment in incomplete markets when wealth may become negative. (Q1872427) (← links)
- Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)
- Stochastic optimization under constraints. (Q1888753) (← links)
- Accounting for risk aversion in derivatives purchase timing (Q1938997) (← links)
- Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
- Sensitivity of optimal consumption streams (Q2000136) (← links)
- Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
- Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
