Pages that link to "Item:Q3650925"

The following pages link to RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS (Q3650925):

Displaying 24 items.

• A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
• Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
• On dynamic programming equations for utility indifference pricing under delta constraints (Q534745) (← links)
• The equilibrium allocation of diffusive and jump risks with heterogeneous agents (Q956451) (← links)
• A maximum principle approach to risk indifference pricing with partial information (Q1009400) (← links)
• Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
• A class of stochastic Fredholm-algebraic equations and applications in finance (Q2033771) (← links)
• Risk-sensitive zero-sum stochastic differential game for jump-diffusions (Q2059477) (← links)
• Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
• Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
• Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors (Q2633877) (← links)
• Risk indifference pricing of functional claims of the yield surface in the presence of partial information (Q2787491) (← links)
• Risk-based indifference pricing under a stochastic volatility model (Q2790522) (← links)
• A risk-based approach for pricing American options under a generalized Markov regime-switching model (Q2866377) (← links)
• Convex risk measures for good deal bounds (Q2875725) (← links)
• INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES (Q3008484) (← links)
• Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds (Q3295875) (← links)
• Portfolio Optimization with Quasiconvex Risk Measures (Q3465947) (← links)
• Skimming pricing for a class of diffusion models (Q3737136) (← links)
• Indifference Pricing in a Market with Transaction Costs and Jumps (Q4626491) (← links)
• Stochastic Homogenization for Some Nonlinear Integro-Differential Equations (Q4916385) (← links)
• (Q4925745) (← links)
• Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)
• Risk-based premium evaluation with jump diffusion process for PBGC (Q6161003) (← links)