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Risk Neutral Measure Determination from Price Ranges: Single Period Market Models
Risk neutral measures are defined such that the basic random assets in a portfolio are martingales. Hence, when the market model is complete, valuation of other financial instruments is a relatively straightforward task when those basic random assets constitute their underlying asset. To determine t...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2018
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7513028/ https://www.ncbi.nlm.nih.gov/pubmed/33265598 http://dx.doi.org/10.3390/e20070508 |