Pages that link to "Item:Q492168"
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The following pages link to Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities (Q492168):
Displaying 9 items.
- Utility indifference valuation for jump risky assets (Q651335) (← links)
- Utility indifference hedging with exponential additive processes (Q1959132) (← links)
- Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck \(4/2\) models. (Q2073105) (← links)
- Indifference pricing under SAHARA utility (Q2223856) (← links)
- Expected Utility Maximization for Exponential Lévy Models with Option and Information Processes (Q2967983) (← links)
- INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES (Q3008484) (← links)
- Exponential utility indifference valuation in two Brownian settings with stochastic correlation (Q3516396) (← links)
- Exponential utility indifference value process in a general jump model based on random measures (Q5063559) (← links)
- Minimal relative entropy for equivalent martingale measures by low-discrepancy sequence in Lévy process (Q5086497) (← links)
