Pages that link to "Item:Q2879039"
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The following pages link to Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging (Q2879039):
Displaying 3 items.
- A multidimensional exponential utility indifference pricing model with applications to counterparty risk (Q2796752) (← links)
- PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY (Q4686508) (← links)
- A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets (Q4991036) (← links)