Lindquist, W. Brent; Račev, Svetlozar T.; Gnawali, Jagdish - In: Risks : open access journal 12 (2024) 9, pp. 1-24
asset pricing. The model allows for the study, within a unified framework, of asset pricing in a natural world that … option pricing in the unified model differs depending on whether the replicating, self-financing portfolio uses riskless … interest rates by deriving the pricing of zero-coupon bonds, forward contracts, and futures contracts. We identify a necessary …