An extended set of risk neutral valuation relationships for the pricing of contingent claims (Q375471): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1023/a:1009670114285 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3121504304 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
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 |
Statements
An extended set of risk neutral valuation relationships for the pricing of contingent claims (English)
0 references
30 October 2013
0 references
HARA utility functions
0 references
risk neutral valuation relationships
0 references
displaced diffusion model
0 references
three-parameter lognormal
0 references
