Pages that link to "Item:Q2828052"
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The following pages link to A note on utility indifference pricing (Q2828052):
Displaying 9 items.
- On dynamic programming equations for utility indifference pricing under delta constraints (Q534745) (← links)
- Convergence of utility indifference prices to the superreplication price: the whole real line case (Q996718) (← links)
- An example of indifference prices under exponential preferences (Q1887273) (← links)
- A note on utility based pricing and asymptotic risk diversification (Q1938975) (← links)
- A numerical study of the utility-indifference approach for pricing American options (Q2194809) (← links)
- Indifference pricing under SAHARA utility (Q2223856) (← links)
- A note on utility-based pricing (Q2351402) (← links)
- Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)
- OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)