Miller, Shane; Platen, Eckhard - Finance Discipline Group, Business School - 2008
This article derives a series of analytic formulae for various contingent claims under the real-world probability …
the Real-World Measure
Shane M. Miller and Eckhard Platen
ISSN 1441-8010 www ….qfrc.uts.edu.au
Analytic Pricing of Contingent Claims
Under the Real-World Measure
Shane M. Miller 1 and Eckhard Platen 2
February 12, 2008 …