Pages that link to "Item:Q5926468"
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The following pages link to Introduction to a theory of value coherent with the no-arbitrage principle (Q5926468):
Displayed 46 items.
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Utility-based hedging and pricing with a nontraded asset for jump processes (Q424380) (← 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)
- Uncertainty averse preferences (Q634503) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
- On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724) (← links)
- Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416) (← links)
- Geometry of polar wedges in Riesz spaces and super-replication prices in incomplete financial markets (Q1007099) (← links)
- Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
- On the super replication price of unbounded claims (Q1769420) (← links)
- Utility maximizing entropy and the second law of thermodynamics. (Q1879820) (← links)
- Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)
- Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
- Generalized entropic risk measures and related BSDEs (Q2244447) (← links)
- A semigroup approach to generalized Black-Scholes type equations in incomplete markets (Q2315047) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- Indifference pricing for CRRA utilities (Q2392015) (← links)
- Minimal \(f^q\)-Martingale measures for exponential Lévy processes (Q2475035) (← links)
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- Asymptotic option price with bounded expected loss (Q2510032) (← links)
- Dynamic exponential utility indifference valuation (Q2572403) (← links)
- Optimal portfolio and certainty equivalence estimator for the appreciation rate (Q2674826) (← links)
- INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES (Q3008484) (← links)
- CONDITIONAL CERTAINTY EQUIVALENT (Q3086255) (← links)
- THE MINIMAL κ-ENTROPY MARTINGALE MEASURE (Q3166715) (← links)
- ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3370586) (← links)
- Principle of equivalent utility and universal variable life insurance pricing (Q3440855) (← links)
- DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES (Q3502167) (← links)
- Relative and Discrete Utility Maximising Entropy (Q3567158) (← links)
- OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (Q3608738) (← links)
- Pricing jump risk with utility indifference (Q3623407) (← links)
- On the Existence of Minimax Martingale Measures (Q4548067) (← links)
- Exponential Hedging and Entropic Penalties (Q4551807) (← links)
- Fundamental Theorems of Asset Pricing for Good Deal Bounds (Q4827308) (← links)
- Solution of the HJB Equations Involved in Utility-Based Pricing (Q5038268) (← links)
- AN APPROXIMATE APPROACH TO THE EXPONENTIAL UTILITY INDIFFERENCE VALUATION (Q5297234) (← links)
- A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)
- UTILITY MAXIMIZATION IN A PURE JUMP MODEL WITH PARTIAL OBSERVATION (Q5392602) (← links)
- MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE (Q5472774) (← links)
- DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION? (Q5739191) (← links)
- Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676) (← links)
- OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)
- Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365) (← links)