Risk Premia and Financial Modelling Without Measure Transformation
Files
Authors
Department
Loading...
Abstract
Description
Keywords
financial market modelling, deflator, risk premium, contingent claim pricing, incomplete market
Dewey Decimal Classification
330 Wirtschaft
Citation
Platen, Eckhard.(2000). Risk Premia and Financial Modelling Without Measure Transformation. Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes. , 2000,92. 10.18452/3413