Pages that link to "Item:Q2873153"
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The following pages link to Malliavin calculus method for asymptotic expansion of dual control problems (Q2873153):
Displaying 9 items.
- Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083) (← links)
- Explicit solution of relative entropy weighted control (Q465547) (← links)
- Sensitivity analysis for expected utility maximization in incomplete Brownian market models (Q1648899) (← links)
- An expansion in the model space in the context of utility maximization (Q1709603) (← links)
- Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← links)
- A multidimensional exponential utility indifference pricing model with applications to counterparty risk (Q2796752) (← links)
- Approximate indifference pricing in exponential Lévy models (Q4585675) (← links)
- Fréchet differentiable drift dependence of Perron–Frobenius and Koopman operators for non-deterministic dynamics (Q5240837) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
