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Numeraire dependence in risk-neutral probabilities of event outcomes

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Reference

Hanke, M., Poulsen, R., & Weissensteiner, A. (2019). Numeraire dependence in risk-neutral probabilities of event outcomes. Presented at the Risk: modeling, optimization, and inference, Sydney, AUS.

Publication type

Presentation at Scholarly Conference

Persons

Organizational Units

  • Chair in Finance
  • Institute for Finance