Risk‐Neutral Parameter Shifts and Derivatives Pricing in Discrete Time

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|59|5|2375-2402

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.59, Iss.5, 2004-10, pp. : 2375-2402

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Abstract