Pages that link to "Item:Q2790522"
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The following pages link to Risk-based indifference pricing under a stochastic volatility model (Q2790522):
Displaying 11 items.
- A maximum principle approach to risk indifference pricing with partial information (Q1009400) (← links)
- The returns and risks of investment portfolio in a financial market (Q1782838) (← links)
- A class of stochastic Fredholm-algebraic equations and applications in finance (Q2033771) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- Risk indifference pricing of functional claims of the yield surface in the presence of partial information (Q2787491) (← links)
- Convex risk measures for good deal bounds (Q2875725) (← links)
- RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS (Q3650925) (← links)
- DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE (Q4563754) (← links)
- Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
- (Q4792529) (← links)
- Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)