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Indifference Pricing and Hedging for Volatility Derivatives. (2007). Hurd, T. R. ; Grasselli, M. R..
In: Applied Mathematical Finance.
RePEc:taf:apmtfi:v:14:y:2007:i:4:p:303-317.

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  1. On the parabolic equation for portfolio problems. (2020). Zawisza, Dariusz.
    In: Papers.
    RePEc:arx:papers:2003.13317.

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  2. A NOTE ON UTILITY INDIFFERENCE PRICING. (2016). Gerer, Johannes ; Dorfleitner, Gregor.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:19:y:2016:i:06:n:s0219024916500370.

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  3. RAROC-Based Contingent Claim Valuation. (2015). Ming, Wayne King.
    In: PhD Thesis.
    RePEc:uts:finphd:3-2015.

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  4. RAROC-Based Contingent Claim Valuation. (2015). Ming, Wayne King.
    In: PhD Thesis.
    RePEc:uts:finphd:21.

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  5. Indifference prices and implied volatilities. (2015). Lorig, Matthew.
    In: Papers.
    RePEc:arx:papers:1412.5520.

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  6. Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps. (2012). Marcato, Gianluca ; Lizieri, Colin ; Ogden, Paul ; Baum, Andrew.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:45:y:2012:i:3:p:774-803.

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  7. Heterogeneous Agents and the Indifference Pricing of Property Index Linked Swaps. (2012). Fan, Gang-Zhi ; Ong, Seow ; Pu, Ming.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:44:y:2012:i:4:p:543-569.

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  8. Large time asymptotic problems for optimal stochastic control with superlinear cost. (2012). Ichihara, Naoyuki.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:122:y:2012:i:4:p:1248-1275.

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  9. Hedging Derivatives. (2011). Rheinlander, Thorsten ; Sexton, Jenny.
    In: World Scientific Books.
    RePEc:wsi:wsbook:8062.

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References

References cited by this document

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