On the implied market price of risk under the stochastic numéraire (Q1648909): Difference between revisions

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+The numeraire portfolio for unbounded semimartingale
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+Local risk minimization and numéraire
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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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+Changes of numéraire, changes of probability measure and option pricing
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+Computation of the implied discount rate and volatility for an overdefined system using stochastic optimization
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+Negative call prices
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+Pricing Asian options in a semimartingale model
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+Capital market equilibrium without riskless assets: heterogeneous expectations
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