Pages that link to "Item:Q1959132"
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The following pages link to Utility indifference hedging with exponential additive processes (Q1959132):
Displaying 7 items.
- Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities (Q492168) (← links)
- Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
- A multidimensional exponential utility indifference pricing model with applications to counterparty risk (Q2796752) (← links)
- A note on utility indifference pricing (Q2828052) (← links)
- Exponential utility optimization, indifference pricing and hedging for a payment process (Q2880815) (← links)
- Exponential utility indifference value process in a general jump model based on random measures (Q5063559) (← links)
- Comparing utility derivative premia under additive and multiplicative risks (Q6116752) (← links)