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… (More)
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Topic mentions per year

Topic mentions per year

1948-2017
05010019482016

Papers overview

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Highly Cited
2013
Highly Cited
2013
We introduce a real-time and calibration-free facial performance capture framework based on a sensor with video and depth input… (More)
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Highly Cited
2009
Highly Cited
2009
Many approaches to automatic sentiment analysis begin with a large lexicon of words marked with their prior polarity (also called… (More)
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2008
2008
The market's risk neutral probability distribution for the value of an asset on a future date can be extracted from the prices of… (More)
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Highly Cited
2005
Highly Cited
2005
Financial distress is more likely to happen in bad times. The present value of distress costs therefore depends on risk premia… (More)
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2003
2003
The fact that expected payo¤s on assets and call options are in...nite under most log-stable distributions led both Paul… (More)
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Highly Cited
2002
Highly Cited
2002
Cross-sections of option prices embed the risk-neutral probability density functions (PDFs) for the future values of the… (More)
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Highly Cited
2001
Highly Cited
2001
This paper develops a Monte Carlo simulation method for solving option valuation problems. The method simulates the process… (More)
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Highly Cited
1997
Highly Cited
1997
The purpose of this paper is to bridge two strands of the literature, one pertaining to the objective or physical measure used to… (More)
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Highly Cited
1996
Highly Cited
1996
  • Martijn Huynen y, Peter Stadlerzy, Walter Fontanazyx
  • 1996
RNA secondary structure folding algorithms predict the existence of connected networks of RNA sequences with identical structure… (More)
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Highly Cited
1995
Highly Cited
1995
An investment horizon is in practice not frequently known with certainty at the initial investment date. This paper addresses the… (More)
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