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| bio | website | |
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| age | 22 | |
| visits | member for | 2 years, 4 months |
| seen | Apr 23 at 14:16 | |
| stats | profile views | 8 |
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Mar 8 |
awarded | Critic |
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Sep 23 |
awarded | Supporter |
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Apr 13 |
comment |
How do equivalent martingale measures arise in pricing? I'm not sure how the form of the utility function is useful. This is part of a longer question, so perhaps it doesn't play a role just yet. |
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Apr 13 |
revised |
How do equivalent martingale measures arise in pricing? edited tags |
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Apr 13 |
comment |
How do equivalent martingale measures arise in pricing? No information on the distribution of the shares is given. Usually, we consider single-period models with d shares (assumed dependent) and a riskless bond of rate r. |
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Apr 13 |
awarded | Student |
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Apr 13 |
asked | How do equivalent martingale measures arise in pricing? |
