Pages that link to "Item:Q2257041"
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The following pages link to Asymptotic power utility-based pricing and hedging (Q2257041):
Displaying 8 items.
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083) (← links)
- Shadow price in the power utility case (Q748318) (← links)
- An options pricing approach to ramping rate restrictions at hydro power plants (Q1656523) (← links)
- Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (Q2464858) (← links)
- Asymptotic utility-based pricing and hedging for exponential utility (Q3086116) (← links)
- NUMERICAL HEDGING OF ELECTRICITY CONTRACTS USING DIMENSION REDUCTION (Q4649505) (← links)
- Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact (Q6054406) (← links)