On the implied market price of risk under the stochastic numéraire
Crossref DOI link: https://doi.org/10.1007/s10436-017-0315-y
Published Online: 2017-12-02
Published Print: 2018-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dokuchaev, Nikolai http://orcid.org/0000-0002-9951-8904
Funding for this research was provided by:
Australian Research Council (DP120100928)
Text and Data Mining valid from 2017-12-02
Version of Record valid from 2017-12-02
Article History
Received: 25 April 2017
Accepted: 27 November 2017
First Online: 2 December 2017