Pages that link to "Item:Q424380"
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The following pages link to Utility-based hedging and pricing with a nontraded asset for jump processes (Q424380):
Displaying 10 items.
- Utility indifference valuation for jump risky assets (Q651335) (← links)
- Dynamic valuation of options on non-traded assets and trading strategies (Q741862) (← links)
- Bounds for the utility-indifference prices of non-traded assets in incomplete markets (Q816441) (← links)
- Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
- Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
- Optimal proportional reinsurance and investment for stochastic factor models (Q2421393) (← links)
- BSDEs, càdlàg martingale problems, and orthogonalization under basis risk (Q2813078) (← links)
- Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation (Q3566970) (← links)
- VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION (Q4419300) (← links)
- Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)