Utility function estimation: the entropy approach

Utility maximization in incomplete markets with default

Utility maximization in models with conditionally independent increments

Utility Maximization of an Indivisible Market with Transaction Costs

Utility Maximization with a Stochastic Clock and an Unbounded Random Endowment

Utility Maximization with Addictive Consumption Habit Formation in Incomplete Semimartingale Markets

Utility Maximization, Risk Aversion, and Stochastic Dominance

Utility theory front to back - inferring utility from agents' choices

Valuation Bound of Tranche Options

Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities

Valuation of Zynga

Valuations and dynamic convex risk measures

Value matters: Predictability of Stock Index Returns

Vanna-Volga methods applied to FX derivatives : from theory to market practice

Variance Optimal Hedging for continuous time processes with independent increments and applications

Variance-covariance based risk allocation in credit portfolios: analytical approximation

Variational inequality method in stock loans

Varying the VaR for Unconditional and Conditional Environments

Vast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection

Viewing Risk Measures as Information