Risk-Neutral Pricing Framework

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li
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Raymond H. Chan: City University of Hong Kong
Yves ZY. Guo: BNP Paribas CIB
Spike T. Lee: The Chinese University of Hong Kong
Xun Li: The Hong Kong Polytechnic University

Chapter Chapter 13 in Financial Mathematics, Derivatives and Structured Products, 2019, pp 145-160 from Springer

Abstract: Abstract The risk-neutral pricing framework is about the analysis and techniques for derivatives hedging and pricing.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-13-3696-6_13

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DOI: 10.1007/978-981-13-3696-6_13

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