Pages that link to "Item:Q885263"
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The following pages link to Pricing and hedging in the presence of extraneous risks (Q885263):
Displaying 8 items.
- Optimal investment with counterparty risk: a default-density model approach (Q484210) (← links)
- Convergence of utility indifference prices to the superreplication price (Q857825) (← links)
- Optimal investment decisions when time-horizon is uncertain (Q952683) (← links)
- Event risk, contingent claims and the temporal resolution of uncertainty (Q2257042) (← links)
- Pricing and trading credit default swaps in a hazard process model (Q2378639) (← links)
- Indifference pricing for CRRA utilities (Q2392015) (← links)
- Utility-Based Valuation and Hedging of Basis Risk With Partial Information (Q3063879) (← links)
- ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS (Q3576956) (← links)
