Pages that link to "Item:Q640157"
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The following pages link to Utility-based indifference pricing in regime-switching models (Q640157):
Displaying 6 items.
- Fitted finite volume method for indifference pricing in an exponential utility regime-switching model (Q2223806) (← links)
- Default Times in a Continuous-Time Markovian Regime Switching Model (Q3094223) (← links)
- DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE (Q4563754) (← links)
- ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET (Q4909140) (← links)
- Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)
- On pricing barrier control in a regime-switching regulated market (Q5234307) (← links)
