Pages that link to "Item:Q282083"
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The following pages link to Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083):
Displaying 12 items.
- Pseudo linear pricing rule for utility indifference valuation (Q457184) (← links)
- Valuation of power plants by utility indifference and numerical computation (Q836863) (← links)
- Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
- Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
- Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
- Indifference pricing for CRRA utilities (Q2392015) (← links)
- Indifference pricing and hedging in a multiple-priors model with trading constraints (Q2515302) (← links)
- Any-utility neutral and indifference pricing and hedging (Q2877542) (← links)
- Utility–indifference hedging and valuation via reaction–diffusion systems (Q3043425) (← links)
- Exponential utility indifference valuation in two Brownian settings with stochastic correlation (Q3516396) (← links)
- PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS (Q3553257) (← links)
- On the parabolic equation for portfolio problems (Q4989156) (← links)