Risk premia and financial modelling without measure transformation
Year of publication: |
2000
|
---|---|
Authors: | Platen, Eckhard |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | financial market modelling | deflator | risk premium | contingent claim pricing | incomplete market |
-
Risk premia and financial modelling without measure transformation
Platen, Eckhard, (2000)
-
Risk Premia and Financial Modelling Without Measure Transformation
Platen, Eckhard, (2000)
-
Three-Benchmarked Risk Minimization for Jump Diffusion Markets
Du, Ke, (2012)
- More ...
-
A minimal financial market model
Platen, Eckhard, (2000)
-
A benchmark model for financial markets
Platen, Eckhard, (2001)
-
Gilsing, Hagen, (2001)
- More ...