76 citations to 10.1111/1467-9965.t01-1-02002 (Crossref Cited-By Service)
  1. JOHANNES GERER, GREGOR DORFLEITNER, “A NOTE ON UTILITY INDIFFERENCE PRICING”, Int. J. Theor. Appl. Finan., 19, № 06, 2016, 1650037  crossref
  2. Dirk Becherer, “Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging”, Ann. Appl. Probab., 16, № 4, 2006  crossref
  3. Paolo Guasoni, Miklos Rasonyi, Lóránt Nagy, “Young, Timid, and Risk Takers”, SSRN Journal, 2020  crossref
  4. M. R. Grasselli, T. R. Hurd*, “Indifference Pricing and Hedging for Volatility Derivatives”, Applied Mathematical Finance, 14, № 4, 2007, 303  crossref
  5. Marcel Nutz, “Risk aversion asymptotics for power utility maximization”, Probab. Theory Relat. Fields, 152, № 3-4, 2012, 703  crossref
  6. Miklós Rásonyi, Lukasz Stettner, “On utility maximization in discrete-time financial market models”, Ann. Appl. Probab., 15, № 2, 2005  crossref
  7. Michael Kohlmann, Christina R. Niethammer, “On convergence to the exponential utility problem”, Stochastic Processes and their Applications, 117, № 12, 2007, 1813  crossref
  8. Scott Robertson, Konstantinos Spiliopoulos, “INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS”, Mathematical Finance, 28, № 1, 2018, 335  crossref
  9. Tim Siu-Tang Leung, 49th IEEE Conference on Decision and Control (CDC), 2010, 559  crossref
  10. Mark P. Owen, Gordan Žitković, “OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING”, Mathematical Finance, 19, № 1, 2009, 129  crossref
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