The Many‐Worlds Interpretation of Risk Neutrality. Issue 105 (17th January 2020)
- Record Type:
- Journal Article
- Title:
- The Many‐Worlds Interpretation of Risk Neutrality. Issue 105 (17th January 2020)
- Main Title:
- The Many‐Worlds Interpretation of Risk Neutrality
- Authors:
- Brown, Aaron
- Abstract:
- Abstract : There are many risk‐neutral worlds, with different probabilities that support the same market prices. This matters in understanding how the originators of the Black‐Scholes model each thought differently about how the math linked to the economics…
- Is Part Of:
- Wilmott. Volume 2020:Issue 105(2020)
- Journal:
- Wilmott
- Issue:
- Volume 2020:Issue 105(2020)
- Issue Display:
- Volume 2020, Issue 105 (2020)
- Year:
- 2020
- Volume:
- 2020
- Issue:
- 105
- Issue Sort Value:
- 2020-2020-0105-0000
- Page Start:
- 10
- Page End:
- 11
- Publication Date:
- 2020-01-17
- Subjects:
- Finance -- Periodicals
Financial services industry -- Periodicals
332 - Journal URLs:
- http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1541-8286 ↗
http://www.wilmott.com ↗ - DOI:
- 10.1002/wilm.10814 ↗
- Languages:
- English
- ISSNs:
- 1540-6962
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 12761.xml