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| First Page | Document Content | |
|---|---|---|
 Economics Volatility Stochastic volatility Rational pricing VIX Variance swap Valuation of options Risk-neutral measure Financial risk Mathematical finance Financial economics Finance |
| The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty J. Huston McCulloch* June 27, 2003 The fact that expected payo¤s on assets and call options are in…nite underDocID: 1usD5 - View Document |
| An Experimental Study of Bond Market Pricing∗ Matthias Weber† John Duffy‡ Arthur Schram§DocID: 1roHP - View Document |
| gï² ïÄ !Ƭ) ¥IÆêÆXÚÆïÄDocID: 1r5Rl - View Document |
| “Pricing” is one of the biggest challenges for an artist just starting outDocID: 1qPZA - View Document |
| A Law of Large Numbers approach to valuation in life insurance Tom Fischer∗ Heriot-Watt University, Edinburgh First version: March 17, 2003 This version: February 17, 2006DocID: 1qD4J - View Document |