An extended set of risk neutral valuation relationships for the pricing of contingent claims (Q375471): Difference between revisions
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Latest revision as of 10:18, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extended set of risk neutral valuation relationships for the pricing of contingent claims |
scientific article |
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An extended set of risk neutral valuation relationships for the pricing of contingent claims (English)
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30 October 2013
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HARA utility functions
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risk neutral valuation relationships
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displaced diffusion model
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three-parameter lognormal
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