Pages that link to "Item:Q484210"

The following pages link to Optimal investment with counterparty risk: a default-density model approach (Q484210):

Displaying 22 items.

• Pricing derivatives with counterparty risk and collateralization: a fixed point approach (Q320989) (← links)
• Optimal investment and consumption with default risk: HARA utility (Q370878) (← links)
• Default barrier intensity model for credit risk evaluation (Q464482) (← links)
• Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510) (← links)
• Portfolio optimization with insider's initial information and counterparty risk (Q486930) (← links)
• Dynamic credit investment in partially observed markets (Q889624) (← links)
• Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management (Q988683) (← links)
• The dynamic spread of the forward CDS with general random loss (Q1724436) (← links)
• Explicit pricing formulas for European option with asset exposed to double defaults risk (Q1727278) (← links)
• Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
• Optimal investment under multiple defaults risk: a BSDE-decomposition approach (Q1948694) (← links)
• Option pricing for path-dependent options with assets exposed to multiple defaults risk (Q2183237) (← links)
• Portfolio optimization of credit swap under funding costs (Q2296104) (← links)
• Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
• Pricing formula for exotic options with assets exposed to counterparty risk (Q2398763) (← links)
• Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market (Q2633700) (← links)
• A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk (Q2796752) (← links)
• OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK (Q2831003) (← links)
• Mean-Variance Hedging Under Multiple Defaults Risk (Q3194565) (← links)
• DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING (Q5416702) (← links)
• Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124) (← links)
• Pricing European options under stochastic looping contagion risk model (Q6179935) (← links)