An extended set of risk neutral valuation relationships for the pricing of contingent claims (Q375471)
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scientific article; zbMATH DE number 6221284
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| English | An extended set of risk neutral valuation relationships for the pricing of contingent claims |
scientific article; zbMATH DE number 6221284 |
Statements
An extended set of risk neutral valuation relationships for the pricing of contingent claims (English)
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30 October 2013
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HARA utility functions
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risk neutral valuation relationships
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displaced diffusion model
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three-parameter lognormal
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0.7541128993034363
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0.730443000793457
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0.7172709107398987
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0.7124266028404236
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0.7062462568283081
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