Pages that link to "Item:Q1938975"
From MaRDI portal
The following pages link to A note on utility based pricing and asymptotic risk diversification (Q1938975):
Displaying 8 items.
- Convergence of utility indifference prices to the superreplication price (Q857825) (← links)
- Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
- On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution (Q2672147) (← links)
- MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING (Q3467598) (← links)
- INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS (Q4635044) (← links)
- Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)
- PRICING FOR LARGE POSITIONS IN CONTINGENT CLAIMS (Q5283402) (← links)
- Comparing utility derivative premia under additive and multiplicative risks (Q6116752) (← links)