Risk-neutral compatibility with option prices

Finance and Stochastics

Volumn 14, Issue 2, 2010, Pages 285-315

  Jacod, Jean ^a   Protter, Philip ^b  

^a SORBONNE UNIVERSITÉ   (France)

^b Cornell University ^*  (United States)

Author keywords

Equity pricing; Equivalent martingale measures; Option prices; Risk neutral measures

Indexed keywords

EID: 77951254124     PISSN: 09492984     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00780-009-0109-9     Document Type: Article

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