Reference
Hanke, M., Poulsen, R., & Weissensteiner, A. (2019). Numeraire Dependence in Risk-neutral Probabilities of Event Outcomes. The Journal of Derivatives, 26(4), 128-143. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
Publication type
Article in Scientific Journal
Persons
Organizational Units
- Chair in Finance
- Institute for Finance