Risk neutral measure



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References

Almost, Chris. 2011. “Semimartingales and Stochastic Integration,” 73.
Henry-Labordère, Pierre. 2017. Model-Free Hedging: A Martingale Optimal Transport Viewpoint. Chapman and Hall CRC Financial Mathematics 1.0. CRC Press.
Kim, Edward. 2021. “Arbitrage-Free Valuation in Nonlinear Financial Models.” Thesis. https://ses.library.usyd.edu.au/handle/2123/25384.
MacKenzie, Donald, and Taylor Spears. 2014. ‘The Formula That Killed Wall Street’: The Gaussian Copula and Modelling Practices in Investment Banking.” Social Studies of Science 44 (3): 393–417. https://doi.org/10.1177/0306312713517157.
Madan, Dilip B. 2014. “Recovering Statistical Theory in the Context of Model Calibrations.” Journal of Financial Econometrics 13 (2): nbu020. https://doi.org/10.1093/jjfinec/nbu020.
Privault, Nicolas. n.d. Notes on Stochastic Finance.
Taleb, Nassim Nicholas. 2018. “Election Predictions as Martingales: An Arbitrage Approach.” Quantitative Finance 18 (1): 1–5. https://doi.org/10.1080/14697688.2017.1395230.

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