Pages that link to "Item:Q1848534"

The following pages link to Derivative pricing based on local utility maximization (Q1848534):

Displaying 20 items.

• Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
• Sensitivity analysis of utility-based prices and risk-tolerance wealth processes (Q997422) (← links)
• Minimal Hellinger martingale measures of order \(q\) (Q1003340) (← links)
• A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
• Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
• Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
• On utility maximization under convex portfolio constraints (Q1948700) (← links)
• Equilibrium asset pricing with transaction costs (Q2022762) (← links)
• Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← links)
• Trading with small nonlinear price impact (Q2192738) (← links)
• ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3370586) (← links)
• OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (Q3608738) (← links)
• HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (Q3650924) (← links)
• A note on admissibility when the credit line is infinite (Q4648580) (← links)
• A revised option pricing formula with the underlying being banned from short selling (Q5139206) (← links)
• Using Utility Functions to Model Risky Bonds (Q5310698) (← links)
• MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE (Q5472774) (← links)
• MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939) (← links)
• DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION? (Q5739191) (← links)
• Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)