Pages that link to "Item:Q2485800"

The following pages link to Explicit solutions of some utility maximization problems in incomplete markets (Q2485800):

Displaying 24 items.

• Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
• On managerial risk-taking incentives when compensation may be hedged against (Q475322) (← links)
• Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
• Characterisation of optimal dual measures via distortion (Q882491) (← links)
• Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
• The opportunity process for optimal consumption and investment with power utility (Q1932536) (← links)
• Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762) (← links)
• The minimal entropy measure and an Esscher transform in an incomplete market model (Q2643378) (← links)
• Benefits of fluctuating exchange rates on the investor's wealth (Q2676205) (← links)
• A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk (Q2796752) (← links)
• A stochastic volatility model and optimal portfolio selection (Q2871407) (← links)
• Exponential utility indifference valuation in two Brownian settings with stochastic correlation (Q3516396) (← links)
• FINANCIAL HEDGING OF OPERATIONAL FLEXIBILITY (Q3621562) (← links)
• OPTIMAL PORTFOLIOS WITH STOCHASTIC SHORT RATE: PITFALLS WHEN THE SHORT RATE IS NON-GAUSSIAN OR THE MARKET PRICE OF RISK IS UNBOUNDED (Q3648635) (← links)
• Optimal consumption of multiple goods in incomplete markets (Q4555291) (← links)
• Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment (Q4579834) (← links)
• Asymptotic Approximation of Optimal Portfolio for Small Time Horizons (Q4579841) (← links)
• Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices (Q5080130) (← links)
• PRICING FOR LARGE POSITIONS IN CONTINGENT CLAIMS (Q5283402) (← links)
• Convergence results for the indifference value based on the stability of BSDEs (Q5411914) (← links)
• Portfolio Optimization under Fast Mean-Reverting and Rough Fractional Stochastic Environment (Q5742993) (← links)
• Utility Maximization in Multivariate Volterra Models (Q5886358) (← links)
• Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
• Optimal multivariate financial decision making (Q6107002) (← links)