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Risk-neutral measure
Known as:
Equivalent martingale measure
, Q-measure
, EMM
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In mathematical finance, a risk-neutral measure, (also called an equilibrium measure, or equivalent martingale measure), is a probability measure…
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Related topics
Related topics
14 relations
Binomial options pricing model
Black–Derman–Toy model
Black–Karasinski model
Black–Scholes model
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Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2013
2013
Modelling Analysis on Mechanical Damage of Kenaf Reinforced Composite Plates under Oblique Impact Loadings
M. Roslan
,
A. Ismail
,
M. Y. Hashim
,
M. H. Zainulabidin
,
S.N.A. Khalid
2013
Corpus ID: 55214138
This research focuses on the study of oblique impact on kenaf reinforced composite plate. This study summarizes modeling analysis…
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2010
2010
Joint Risk Neutral Laws and Hedging
D. Madan
2010
Corpus ID: 56287741
Complex positions on multiple underliers are hedged using the options surface of all underliers. Hedging objectives minimize ask…
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2009
2009
An arbitrage-free method for smile extrapolation
Shalom Benaim
,
M. Dodgson
,
Dherminder Kainth
2009
Corpus ID: 18011011
A robust method for pricing options at strikes where there is not an observed price is a vital tool for the pricing, hedging, and…
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2002
2002
Matrix rounding under the Lp-discrepancy measure and its application to digital halftoning
T. Asano
,
N. Katoh
,
Koji Obokata
,
T. Tokuyama
ACM-SIAM Symposium on Discrete Algorithms
2002
Corpus ID: 17372299
In this paper we study the problem of rounding a real-valued matrix into an integer-valued matrix to minimize an Lp-discrepancy…
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Highly Cited
2001
Highly Cited
2001
Rational Hedging and Valuation with Utility-Based Preferences
Dirk Becherer
,
Doktor der Naturwissenschaften
2001
Corpus ID: 154458620
In this thesis, we study stochastic optimization problems in which concave functionals are maximized on spaces of stochastic…
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1989
1989
Possibilistic Linear Programming with Measurable Multiattribute Value Functions
M. Inuiguchi
,
H. Ichihashi
,
Hideo Tanaka
INFORMS journal on computing
1989
Corpus ID: 912838
In this paper, a possibilistic linear program is formulated when a measurable multiattribute value function is given. The…
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1983
1983
Oregon Estuarine Invertebrates: An Illustrated Guide to the Common and Important Invertebrate Animals
P. Rudy
,
Lynn Hay Rudy
,
Jay F. Watson
1983
Corpus ID: 128941385
Life history descriptions, drawings and bibliographies relating to 110 different invertebrate species found in Oregon estuaries…
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1982
1982
Vibration Analysis of Rotary Compressors
K. Imaichi
,
M. Fukushima
,
S. Muramatsu
,
N. Ishii
1982
Corpus ID: 27925268
By theoretically analyzing dynamic behavior of the crankshaft, the rolling piston and the blade inrolling-piston rotary…
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1982
1982
Vivaldi Antennas for Single Beam Integrated Receivers
T. Thungren
,
E. Kollberg
,
K. Yngvesson
European Microwave Conference
1982
Corpus ID: 41955161
Slot line antennas intended for rnm-wave single beam applications as well as for imaging systems are experimentally investigated…
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Highly Cited
1968
Highly Cited
1968
Amino Acid Transport in Kidney HETEROGENEITY OF α-AMINOISOBUTYRIC UPTAKE
C. Scriver
,
F. Mohyuddin
1968
Corpus ID: 8020702
Abstract 1. More than one mode of transport can be observed for concentrative uptake of α-aminoisobutyric acid (AIB) by rat…
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