Forward-neutral valuation relationships for options on zero coupon bonds (Q2873549)
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scientific article; zbMATH DE number 6250087
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| default for all languages | No label defined |
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| English | Forward-neutral valuation relationships for options on zero coupon bonds |
scientific article; zbMATH DE number 6250087 |
Statements
Forward-neutral valuation relationships for options on zero coupon bonds (English)
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24 January 2014
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derivatives pricing
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fixed income derivatives
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risk-neutral distributions
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pricing kernel
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0.7431423664093018
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0.7308351993560791
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0.7172709107398987
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0.7066826224327087
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