The following pages link to (Q5493542):
Displaying 25 items.
- Stability of utility maximization in nonequivalent markets (Q287676) (← links)
- Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
- Exponential utility maximization under partial information (Q650760) (← links)
- Dynamic valuation of options on non-traded assets and trading strategies (Q741862) (← links)
- Sensitivity analysis for expected utility maximization in incomplete Brownian market models (Q1648899) (← links)
- An expansion in the model space in the context of utility maximization (Q1709603) (← links)
- Cross hedging with stochastic correlation (Q1761431) (← links)
- Cross-hedging minimum return guarantees: basis and liquidity risks (Q1994419) (← links)
- Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
- Indifference pricing under SAHARA utility (Q2223856) (← links)
- Model risk in real option valuation (Q2241105) (← links)
- A note on utility-based pricing (Q2351402) (← links)
- Optimal hedging with basis risk under mean-variance criterion (Q2364001) (← links)
- Horizon-unbiased utility functions (Q2464859) (← links)
- Asymptotic option price with bounded expected loss (Q2510032) (← links)
- Indifference pricing and hedging in a multiple-priors model with trading constraints (Q2515302) (← links)
- Power utility maximization under partial information: some convergence results (Q2638359) (← links)
- A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk (Q2796752) (← links)
- BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk (Q2813078) (← links)
- A NOTE ON UTILITY INDIFFERENCE PRICING (Q2828052) (← links)
- Hedging with Residual Risk: A BSDE Approach (Q2904884) (← links)
- LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
- Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
- A game of information security investment considering security insurance and complementary information assets (Q6071097) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
