Pages that link to "Item:Q424380"
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The following pages link to Utility-based hedging and pricing with a nontraded asset for jump processes (Q424380):
Displayed 4 items.
- Utility indifference valuation for jump risky assets (Q651335) (← links)
- Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
- BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk (Q2813078) (← links)
- Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)