Analytic Pricing of Contingent Claims Under the Real-World Measure
Year of publication: |
2008-02-01
|
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Authors: | Miller, Shane ; Platen, Eckhard |
Institutions: | Finance Discipline Group, Business School |
Subject: | benchmark approach | real-world pricing | growth optimal portfolio | minimal market model | zero-coupon bonds | exchange prices | interest rate caps and floors |
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