Pages that link to "Item:Q2386628"

The following pages link to Pricing early exercise contracts in incomplete markets (Q2386628):

Displaying 15 items.

• Characterization of stochastic control with optimal stopping in a Sobolev space (Q522802) (← links)
• Gain-loss based convex risk limits in discrete-time trading (Q693201) (← links)
• Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
• Accounting for risk aversion in derivatives purchase timing (Q1938997) (← links)
• Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
• Optimal acquisition of a partially hedgeable house (Q2342736) (← links)
• Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance (Q2450494) (← links)
• Horizon-unbiased utility functions (Q2464859) (← links)
• Forward indifference valuation of American options (Q3145087) (← links)
• Stock Loans in Incomplete Markets (Q3176522) (← links)
• ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS (Q3608737) (← links)
• PRIORITY OPTION: THE VALUE OF BEING A LEADER (Q4916241) (← links)
• THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK (Q5010076) (← links)
• A stochastic approximation for fully nonlinear free boundary parabolic problems (Q5418783) (← links)
• Robust utility maximisation with intractable claims (Q6074011) (← links)