Benchmark-neutral pricing

DOI10.1080/14697688.2025.2577115MaRDI QIDQ6866870zbMATH OpenFDO

Authors Eckhard Platen

Publication date 28 January 2026

Published in Quantitative Finance (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/14697688.2025.2577115

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)

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Cited in

(1)

• Stock market index dynamics and market activity

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