Pages that link to "Item:Q4906540"
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The following pages link to INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540):
Displaying 15 items.
- Impact of risk aversion and belief heterogeneity on trading of defaultable claims (Q338909) (← links)
- Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- Accounting for risk aversion in derivatives purchase timing (Q1938997) (← links)
- Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (Q2421407) (← 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)
- Robust Optimization of Credit Portfolios (Q2976139) (← links)
- Forward indifference valuation of American options (Q3145087) (← links)
- Model Uncertainty in Commodity Markets (Q3465256) (← links)
- IRREVERSIBLE INVESTMENTS AND AMBIGUITY AVERSION (Q4595297) (← links)
- Algorithmic Trading with Model Uncertainty (Q4607046) (← links)
- Bond indifference prices (Q5014252) (← links)
- Adaptive Robust Control in Continuous Time (Q5158383) (← links)
- REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE (Q5213444) (← links)
