Pages that link to "Item:Q457184"

The following pages link to Pseudo linear pricing rule for utility indifference valuation (Q457184):

Displaying 10 items.

• An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← links)
• Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
• Indifference pricing and hedging in a multiple-priors model with trading constraints (Q2515302) (← links)
• A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk (Q2796752) (← links)
• UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH (Q3460679) (← links)
• A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
• An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749) (← 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)
• Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365) (← links)