Pricing And Valuation Under The Real World Measure
Work
Year: 2016
Type: article
Abstract: In general it is not clear which kind of information is supposed to be used for calculating the fair value of a contingent claim. Even if the information is specified, it is not guaranteed that the fa... more
Author Gabriel Frahm
Institution Helmut Schmidt University
Cites: 48
Cited by: 10
Related to: 10
FWCI: 2.924
Citation percentile (by year/subfield): 81.89
Subfield: Finance
Domain: Social Sciences
Open Access status: green