The numeraire portfolio: a new perspective on financial theory
Author:
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
http://www.tandfonline.com/doi/pdf/10.1080/135184797337381
Reference13 articles.
1. The Pricing of Options and Corporate Liabilities
2. Optimal consumption and portfolio policies when asset prices follow a diffusion process
3. Changes of numéraire, changes of probability measure and option pricing
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