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Numeraire Dependence in Risk-neutral Event Probabilities

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Reference

Hanke, M., Poulsen, R., & Weissensteiner, A. (2019). Numeraire Dependence in Risk-neutral Event Probabilities. The Journal of Derivatives, 26(4), 128-143. (ABDC_2016: A; ABS: 2; VHB_3: B)

Publication type

Journal Article

Persons

Organizational Units

  • Chair in Finance

Original Source URL

Link

DOI

http://dx.doi.org/10.3905/jod.2019.26.4.128