The following pages link to (Q3613979):
Displaying 10 items.
- Optimal martingale measures for defaultable assets (Q436296) (← links)
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
- An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
- On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization (Q2289809) (← links)
- A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk (Q2796752) (← links)
- Expected Utility Maximization for Exponential Lévy Models with Option and Information Processes (Q2967983) (← links)
- A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets (Q4991036) (← links)
- Bond indifference prices (Q5014252) (← links)
- Indifference pricing of credit default swaps in a multi-period model (Q6102890) (← links)
