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Risk-neutral measure

Known as: Equivalent martingale measure, Q-measure, EMM 
In mathematical finance, a risk-neutral measure, (also called an equilibrium measure, or equivalent martingale measure), is a probability measure… Expand
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Highly Cited
2016
Highly Cited
2016
In this paper, we propose a recurrent framework for joint unsupervised learning of deep representations and image clusters. In… Expand
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Highly Cited
2013
Highly Cited
2013
We present a computational framework for estimating the uncertainty in the numerical solution of linearized infinite-dimensional… Expand
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Highly Cited
2009
Highly Cited
2009
This article presents the architecture of Junior, a robotic vehicle capable of navigating urban environments autonomously. In… Expand
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Highly Cited
2009
Highly Cited
2009
Efficient implementation of closed-loop supply chains requires setting up appropriate logistics structures for the arising flows… Expand
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Highly Cited
2007
Highly Cited
2007
In this work the design of a reverse distribution network is studied. Most of the proposed models on the subject are case based… Expand
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Highly Cited
2004
Highly Cited
2004
We characterize asset return linkages during periods of stress by an extremal dependence measure. Contrary to correlation… Expand
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Highly Cited
1998
Highly Cited
1998
Sustainable development has become a primary objective for many countries throughout the world since the late 1980s. A major… Expand
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Highly Cited
1997
Highly Cited
1997
Abstract. A self-contained theory is presented for pricing and hedging LIBOR and swap derivatives by arbitrage. Appropriate… Expand
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Highly Cited
1996
Highly Cited
1996
A relationship exists between aggregate risk-neutral and subjective probability distributions and risk aversion functions. We… Expand
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Highly Cited
1995
Highly Cited
1995
An improved shipping container having novel locking features in the end panel and corner flaps. The novel locking features… Expand
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