FIXING RISK NEUTRAL RISK MEASURES (Q2806368)

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FIXING RISK NEUTRAL RISK MEASURES
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    title
    FIXING RISK NEUTRAL RISK MEASURES (English)
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    author
    Harvey J. Stein
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    publication date
    17 May 2016
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    Mathematics Subject Classification ID
    91G40
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    91B82
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    91G20
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    zbMATH DE Number
    6581268
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    zbMATH Keywords
    real world measure
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    risk neutral measure
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    option pricing
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    risk
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    exposure calculation
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    potential future exposures (PFE)
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    expected exposures (EE), credit valuation adjustment (CVA)
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    OpenAlex ID
    W3124040669
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