Pages that link to "Item:Q3572021"
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The following pages link to Credit derivatives and risk aversion (Q3572021):
Displaying 7 items.
- Impact of risk aversion and belief heterogeneity on trading of defaultable claims (Q338909) (← links)
- Accounting for risk aversion in derivatives purchase timing (Q1938997) (← links)
- A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk (Q2796752) (← links)
- Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging (Q2879039) (← links)
- INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540) (← links)
- A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets (Q4991036) (← links)
- Pricing contingent convertibles with idiosyncratic risk (Q6053640) (← links)
