Pages that link to "Item:Q3553257"

The following pages link to PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS (Q3553257):

Displaying 20 items.

• Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083) (← links)
• Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
• Utility indifference valuation for jump risky assets (Q651335) (← links)
• Convexity bounds for BSDE solutions, with applications to indifference valuation (Q718884) (← links)
• Dynamic valuation of options on non-traded assets and trading strategies (Q741862) (← links)
• On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures (Q988681) (← links)
• Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595) (← links)
• Cross hedging with stochastic correlation (Q1761431) (← links)
• Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
• Optimal investment with derivatives and pricing in an incomplete market (Q2291996) (← links)
• Differentiability of quadratic BSDEs generated by continuous martingales (Q2428052) (← links)
• Indifference pricing and hedging in a multiple-priors model with trading constraints (Q2515302) (← links)
• BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk (Q2813078) (← links)
• A NOTE ON COMONOTONICITY AND POSITIVITY OF THE CONTROL COMPONENTS OF DECOUPLED QUADRATIC FBSDE (Q2863001) (← links)
• Hedging with Residual Risk: A BSDE Approach (Q2904884) (← links)
• Hedging strategies for energy derivatives (Q5247229) (← links)
• Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting (Q5256270) (← links)
• Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
• Equilibrium Pricing Under Relative Performance Concerns (Q5280244) (← links)
• Crypto quanto and inverse options (Q6187362) (← links)