Risk-Neutral Pricing

2004 ◽  
pp. 209-261
Author(s):  
Steven E. Shreve
Keyword(s):  
Risk Neutral

Risk-Neutral and Physical Jumps in Option Pricing

2007 ◽  
Author(s):  
Jian Chen ◽  
Xiaoquan Liu ◽  
Chenghu Ma
Keyword(s):  
Option Pricing ◽  
Risk Neutral

What is Risk Neutral Volatility?

2010 ◽  
Author(s):  
Stephen Figlewski
Keyword(s):  
Risk Neutral

What is Risk Neutral Volatility?

2012 ◽  
Author(s):  
Stephen Figlewski
Keyword(s):  
Risk Neutral

A Non-Structural Investigation of VIX Risk Neutral Density

2017 ◽  
Author(s):  
Andrea Barletta ◽  
Paolo Santucci de Magistris ◽  
Francesco Violante
Keyword(s):  
Structural Investigation ◽  
Neutral Density ◽  
Risk Neutral ◽  
Risk Neutral Density

On Quadratic Models of Yield in Risk-Neutral World

2016 ◽  
Author(s):  
Gennady Medvedev ◽  
Dmitriy Pavliv
Keyword(s):  
Risk Neutral ◽  
Quadratic Models
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