Pages that link to "Item:Q3623407"
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The following pages link to Pricing jump risk with utility indifference (Q3623407):
Displaying 5 items.
- Insurance demand and welfare-maximizing risk capital -- some hints for the regulator in the case of exponential preferences and exponential claims (Q2015622) (← links)
- Approximate indifference pricing in exponential Lévy models (Q4585675) (← links)
- Indifference Pricing in a Market with Transaction Costs and Jumps (Q4626491) (← links)
- Bond indifference prices (Q5014252) (← links)
- Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)