Pages that link to "Item:Q2877542"
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The following pages link to Any-utility neutral and indifference pricing and hedging (Q2877542):
Displaying 10 items.
- Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083) (← links)
- Interest rates risk-premium and shape of the yield curve (Q316908) (← links)
- Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
- Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
- Pricing and hedging of multi type contracts under multidimensional risks in incomplete markets modeled by general Itō SDE systems (Q2461282) (← links)
- Indifference pricing and hedging in a multiple-priors model with trading constraints (Q2515302) (← links)
- Utility–indifference hedging and valuation via reaction–diffusion systems (Q3043425) (← links)
- ONE FOR ALL The Potential Approach to Pricing and Hedging (Q3618338) (← links)
- Allais, Ellsberg, and preferences for hedging (Q4682762) (← links)
- Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)