Changes of numéraire, changes of probability measure and option pricing
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Publication:4842819
DOI10.2307/3215299zbMath0829.90007OpenAlexW2338681524WikidataQ55883058 ScholiaQ55883058MaRDI QIDQ4842819
Jean-Charles Rochet, Hélyette Geman, Nicole El Karoui
Publication date: 17 January 1996
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215299
Signal detection and filtering (aspects of stochastic processes) (60G35) Derivative securities (option pricing, hedging, etc.) (91G20)
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