The following pages link to (Q5505177):
Displaying 50 items.
- Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations (Q256114) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
- Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
- Medium-term planning for thermal electricity production (Q480763) (← links)
- On mean-variance hedging of bond options with stochastic risk premium factor (Q481005) (← links)
- Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities (Q492168) (← links)
- A spectral method for an optimal investment problem with transaction costs under potential utility (Q515774) (← links)
- Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching (Q517215) (← links)
- Indifference valuation in incomplete binomial models (Q613732) (← links)
- Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
- Partial equilibria with convex capital requirements: existence, uniqueness and stability (Q666436) (← links)
- Conditional Davis pricing (Q784731) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) (← links)
- A hierarchical model for accuracy and choice on standardized tests (Q1682452) (← links)
- Neutral and indifference pricing with stochastic correlation and volatility (Q1716937) (← links)
- One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators (Q1721897) (← links)
- Weather derivatives pricing using regime switching model (Q1746426) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- On computing the price of financial instruments in foreign currency (Q1796242) (← links)
- Accounting for risk aversion in derivatives purchase timing (Q1938997) (← links)
- Utility indifference hedging with exponential additive processes (Q1959132) (← links)
- An FBSDE approach to American option pricing with an interacting particle method (Q2013320) (← links)
- Perturbative expansion technique for non-linear FBSDEs with interacting particle method (Q2013321) (← links)
- Gas storage valuation in incomplete markets (Q2028869) (← links)
- Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
- A pseudospectral method for option pricing with transaction costs under exponential utility (Q2029418) (← links)
- A scaling limit for utility indifference prices in the discretised Bachelier model (Q2120544) (← links)
- Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
- Fair valuation of insurance liability cash-flow streams in continuous time: theory (Q2273988) (← links)
- Utility indifference pricing and the Aumann-Serrano performance index (Q2304208) (← links)
- Valuation and pricing of electricity delivery contracts: the producer's view (Q2327681) (← links)
- Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (Q2404536) (← links)
- Economic neutral position: how to best replicate not fully replicable liabilities? (Q2656988) (← links)
- A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk (Q2796752) (← links)
- A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim (Q2797756) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- Expected Utility Maximization for Exponential Lévy Models with Option and Information Processes (Q2967983) (← links)
- Representation and approximation of ambit fields in Hilbert space (Q2974867) (← links)
- INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES (Q3008484) (← links)
- Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application (Q4554260) (← links)
- Decision-making in incomplete markets with ambiguity—a case study of a gas field acquisition (Q4555179) (← links)
- DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE (Q4563754) (← links)
- Pricing<i>q</i>-forward contracts: an evaluation of estimation window and pricing method under different mortality models (Q4576962) (← links)
- Indifference fee rate for variable annuities (Q4585679) (← links)
- Options Prices in Incomplete Markets (Q4606385) (← links)
- Indifference Pricing in a Market with Transaction Costs and Jumps (Q4626491) (← links)
- PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY (Q4686508) (← links)
- LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS (Q4691245) (← links)
