Pages that link to "Item:Q5942933"
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The following pages link to A solution approach to valuation with unhedgeable risks (Q5942933):
Displaying 28 items.
- A revised option pricing formula with the underlying being banned from short selling (Q5139206) (← links)
- m-Double Poisson Lévy markets (Q5139259) (← links)
- An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749) (← links)
- On the multi-dimensional portfolio optimization with stochastic volatility (Q5236140) (← links)
- A stochastic control model of investment, production, and consumption on a finite horizon (Q5246792) (← links)
- PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS (Q5283401) (← links)
- RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS (Q5305594) (← links)
- A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)
- UTILITY MAXIMIZATION IN A PURE JUMP MODEL WITH PARTIAL OBSERVATION (Q5392602) (← links)
- Optimal Portfolios for Financial Markets with Wishart Volatility (Q5407025) (← links)
- NEWS‐GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR <i>n</i> STOCKS IN A MARKET OF BARNDORFF‐NIELSEN AND SHEPHARD TYPE (Q5455262) (← links)
- A stochastic control model of investment, production and consumption (Q5464387) (← links)
- STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY (Q5487829) (← links)
- Portfolio optimization with unobservable Markov-modulated drift process (Q5697589) (← links)
- Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility (Q5711169) (← links)
- PRICING PRECIPITATION BASED DERIVATIVES (Q5714653) (← links)
- Backward SDEs for control with partial information (Q5743122) (← links)
- Utility Maximization in Multivariate Volterra Models (Q5886358) (← links)
- Optimal investment and reinsurance strategies for an insurer with stochastic economic factor (Q5886710) (← links)
- Young, timid, and risk takers (Q6054383) (← links)
- Stochastic control methods for optimization problems in Ornstein-Uhlenbeck spread models (Q6063623) (← links)
- Optimal multivariate financial decision making (Q6107002) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
- Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)
- Optimal investment and reinsurance strategies under 4/2 stochastic volatility model (Q6156011) (← links)
- Optimal investment and consumption for financial markets with jumps under transaction costs (Q6181518) (← links)
- Efficient approximations for utility-based pricing (Q6549635) (← links)
- Portfolio problem for the \(\alpha\)-hypergeometric stochastic volatility model with consumption (Q6648741) (← links)