Teaching Measure Transformation in Option Pricing with a Loaded Die
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Published:2014
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ISSN:1556-5068
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Container-title:SSRN Electronic Journal
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language:en
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Short-container-title:SSRN Journal
Author:
van der Wijst Nico
Reference22 articles.
1. Risk-Neutral Pricing: Minding Your 's and q's;Gordon J Alexander;Journal of Financial Education,2003
2. A Simple Pragmatic Justi?ca-tion for Risk-Neutral Option Pricing;Tom Arnold;Social Science Research Network Working Paper Series,2007