Pages that link to "Item:Q5942933"

The following pages link to A solution approach to valuation with unhedgeable risks (Q5942933):

Displaying 50 items.

• The minimal entropy measure and an Esscher transform in an incomplete market model (Q2643378) (← links)
• Homotopy analysis method for portfolio optimization problem under the 3/2 model (Q2661941) (← links)
• A stochastic volatility model and optimal portfolio selection (Q2871407) (← links)
• PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING (Q2947343) (← links)
• Resolution of Degeneracy in Merton's Portfolio Problem (Q2953941) (← links)
• An <I>ε</I>-Optimal Portfolio with Stochastic Volatility (Q3023649) (← links)
• Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility (Q3077479) (← links)
• Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993) (← links)
• Portfolio Optimization with Stochastic Volatilities: A Backward Approach (Q3094218) (← links)
• SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
• OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY (Q3122036) (← links)
• Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters (Q3178724) (← links)
• An Explicit Solution for Optimal Investment in Heston Model (Q3178733) (← links)
• Portfolio Optimization under Local-Stochastic Volatility: Coefficient Taylor Series Approximations and Implied Sharpe Ratio (Q3188150) (← links)
• A Feedback Model for the Financialization of Commodity Markets (Q3195109) (← links)
• STATIC FUND SEPARATION OF LONG-TERM INVESTMENTS (Q3195494) (← links)
• Portfolio optimization and a factor model in a stochastic volatility market (Q3426318) (← links)
• Partially informed investors: hedging in an incomplete market with default (Q3449928) (← links)
• Exponential utility indifference valuation in two Brownian settings with stochastic correlation (Q3516396) (← links)
• ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS (Q3576956) (← links)
• Perpetual American options in incomplete markets: the infinitely divisible case (Q3605221) (← links)
• FINANCIAL HEDGING OF OPERATIONAL FLEXIBILITY (Q3621562) (← links)
• OPTIMAL PORTFOLIOS WITH STOCHASTIC SHORT RATE: PITFALLS WHEN THE SHORT RATE IS NON-GAUSSIAN OR THE MARKET PRICE OF RISK IS UNBOUNDED (Q3648635) (← links)
• VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION (Q4419300) (← links)
• When do jumps matter for portfolio optimization? (Q4554219) (← links)
• Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (Q4554494) (← links)
• Asymptotic Expansion Approach in Finance (Q4560338) (← links)
• A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility (Q4561947) (← links)
• GUARANTEE VALUATION IN NOTIONAL DEFINED CONTRIBUTION PENSION SYSTEMS (Q4563781) (← links)
• Asymptotic Approximation of Optimal Portfolio for Small Time Horizons (Q4579841) (← links)
• Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
• Asymptotic analysis for portfolio optimization problem under two-factor Heston's stochastic volatility model (Q4582863) (← links)
• Performance of utility-based strategies for hedging basis risk (Q4610231) (← links)
• INDIFFERENCE PRICES AND IMPLIED VOLATILITIES (Q4635045) (← links)
• Optimal selection portfolio problem: a semi-linear PDE approach (Q4648583) (← links)
• RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES (Q4906515) (← links)
• PRIORITY OPTION: THE VALUE OF BEING A LEADER (Q4916241) (← links)
• Optimal Portfolio for the $\alpha$-Hypergeometric Stochastic Volatility Model (Q4987715) (← links)
• On the parabolic equation for portfolio problems (Q4989156) (← links)
• A polynomial scheme of asymptotic expansion for backward SDEs and option pricing (Q5001141) (← links)
• Bond indifference prices (Q5014252) (← links)
• Analysis of Optimal Portfolio on Finite and Small-Time Horizons for a Stochastic Volatility Market Model (Q5019593) (← links)
• Pricing Weather Derivatives Using the Indifference Pricing Approach (Q5029070) (← links)
• Sub- and Supersolution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Markets (Q5029934) (← links)
• Influence of risk tolerance on long-term investments: a Malliavin calculus approach (Q5041049) (← links)
• Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305) (← links)
• TRADING MULTIPLE MEAN REVERSION (Q5066298) (← links)
• Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
• Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)
• Portfolio Optimization in Fractional and Rough Heston Models (Q5112724) (← links)