Numraire

Results: 2



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1Mathematical finance / Economy / Finance / Money / BlackScholes model / Risk-neutral measure / Forward contract / Forward price / Futures contract / Numraire / Forward measure

Energy Spot Price Models and Spread Options Pricing Samuel Hikspoors and Sebastian Jaimungal ∗ a

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:18
2Mathematical finance / Risk-neutral measure / Implied volatility / Financial economics / Numraire / Futures contract / Volatility / BlackScholes model / Forward measure

Sentiment Lost: the Effect of Projecting the Empirical Pricing Kernel onto a Smaller Filtration Set Carlo Sala∗ Giovanni Barone-Adesi†

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 02:30:24
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