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Numeraire dependence in risk-neutral probabilities of event outcomes
Journal article   Peer reviewed

Numeraire dependence in risk-neutral probabilities of event outcomes

M Hanke, R Poulsen and Alex Weissensteiner
Journal of Derivatives, Vol.26(4), pp.128-143
26
2019
Handle:
https://hdl.handle.net/10863/11905

Abstract

Performance measurement Risk management Currency
url
https://jod.pm-research.com/content/26/4/128View

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