A note on the forward measure
Year of publication: |
1997-11-13
|
---|---|
Authors: | Davis, Mark |
Published in: |
Finance and Stochastics. - Springer. - Vol. 2.1997, 1, p. 19-28
|
Publisher: |
Springer |
Subject: | Risk-neutral measure | Radon-Nikodym derivative | option pricing |
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