The following pages link to (Q3613975):
Displaying 50 items.
- Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083) (← links)
- Time (in)consistency and real options: much ado about nothing? (Q309849) (← links)
- A call on art investments (Q437102) (← links)
- Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
- On dynamic programming equations for utility indifference pricing under delta constraints (Q534745) (← links)
- Indifference valuation in incomplete binomial models (Q613732) (← links)
- Utility-based indifference pricing in regime-switching models (Q640157) (← links)
- Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
- Large traders and illiquid options: hedging vs. manipulation (Q658638) (← links)
- Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Dynamic valuation of options on non-traded assets and trading strategies (Q741862) (← links)
- Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization (Q829338) (← links)
- Valuation of power plants by utility indifference and numerical computation (Q836863) (← links)
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- Utility indifference valuation of corporate bond with rating migration risk (Q889421) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (Q931178) (← links)
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Equal risk pricing under convex trading constraints (Q1655628) (← links)
- An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← links)
- A stochastic model with interacting managerial operating options and debt rescheduling (Q1754234) (← links)
- Recursiveness of indifference prices and translation-invariant preferences (Q1932524) (← links)
- Simplified mean-variance portfolio optimisation (Q1938980) (← links)
- Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
- A class of stochastic Fredholm-algebraic equations and applications in finance (Q2033771) (← links)
- Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705) (← links)
- A McKean-Vlasov game of commodity production, consumption and trading (Q2171035) (← links)
- Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← links)
- A numerical study of the utility-indifference approach for pricing American options (Q2194809) (← links)
- Indifference pricing under SAHARA utility (Q2223856) (← links)
- Event risk, contingent claims and the temporal resolution of uncertainty (Q2257042) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- Optimal investment with derivatives and pricing in an incomplete market (Q2291996) (← links)
- Indifference pricing for CRRA utilities (Q2392015) (← links)
- Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (Q2404536) (← links)
- Horizon-unbiased utility functions (Q2464859) (← links)
- Economic neutral position: how to best replicate not fully replicable liabilities? (Q2656988) (← links)
- A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk (Q2796752) (← links)
- Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences (Q2800369) (← links)
- A NOTE ON UTILITY INDIFFERENCE PRICING (Q2828052) (← links)
- Optimal Consumption and Sale Strategies for a Risk Averse Agent (Q2832613) (← links)
- Expected Utility Maximization for Exponential Lévy Models with Option and Information Processes (Q2967983) (← links)
- DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES (Q3502167) (← links)
- Exponential utility indifference valuation in two Brownian settings with stochastic correlation (Q3516396) (← links)
- DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE (Q4563754) (← links)
- A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets (Q4991036) (← links)
- THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK (Q5010076) (← links)
- Bond indifference prices (Q5014252) (← links)
- Solution of the HJB Equations Involved in Utility-Based Pricing (Q5038268) (← links)
