Risk-neutral pricing techniques and examples

Jarrow, RA; Patie, P; Srapionyan, A; Zhao, YX

Srapionyan, A (corresponding author), Cornell Univ, Ctr Appl Math, Ithaca, NY 14853 USA.

MATHEMATICAL FINANCE, 2021; 31 (3): 857

Abstract

Tractability and flexibility are among the two most attractive features of models in mathematical finance. For the pricing of derivative products, to ......

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