ANALYTIC PRICING OF CONTINGENT CLAIMS UNDER THE REAL-WORLD MEASURE (Q3621563)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ANALYTIC PRICING OF CONTINGENT CLAIMS UNDER THE REAL-WORLD MEASURE |
scientific article |
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ANALYTIC PRICING OF CONTINGENT CLAIMS UNDER THE REAL-WORLD MEASURE (English)
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21 April 2009
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benchmark approach
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real-world pricing
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growth optimal portfolio
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minimal market model
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zero-coupon bonds
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exchange prices
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interest rate caps and floors
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