Matches in SemOpenAlex for { <https://semopenalex.org/work/W2382986528> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W2382986528 abstract "Considering the difficulty in valuating the fixed - income derivatives with the risk - neutral probability measure, this paper presents a new change -of- measure technique--forward - neutral probability measure.can used to construct the martingale process to valuate the fixed - income derivatives. It also helps to mark out the pricing formulas of call option in terms of zero - coupon bond and interest - rate caps." @default.
- W2382986528 created "2016-06-24" @default.
- W2382986528 creator A5009699331 @default.
- W2382986528 date "2006-01-01" @default.
- W2382986528 modified "2023-09-26" @default.
- W2382986528 title "The Valuating of Fixed-income Derivatives With the Forward probability Measure" @default.
- W2382986528 hasPublicationYear "2006" @default.
- W2382986528 type Work @default.
- W2382986528 sameAs 2382986528 @default.
- W2382986528 citedByCount "0" @default.
- W2382986528 crossrefType "journal-article" @default.
- W2382986528 hasAuthorship W2382986528A5009699331 @default.
- W2382986528 hasConcept C10138342 @default.
- W2382986528 hasConcept C105795698 @default.
- W2382986528 hasConcept C120310109 @default.
- W2382986528 hasConcept C144237770 @default.
- W2382986528 hasConcept C149782125 @default.
- W2382986528 hasConcept C162118730 @default.
- W2382986528 hasConcept C162324750 @default.
- W2382986528 hasConcept C21031990 @default.
- W2382986528 hasConcept C2780009758 @default.
- W2382986528 hasConcept C33923547 @default.
- W2382986528 hasConcept C41008148 @default.
- W2382986528 hasConcept C48406656 @default.
- W2382986528 hasConcept C58435881 @default.
- W2382986528 hasConcept C69738904 @default.
- W2382986528 hasConcept C76374431 @default.
- W2382986528 hasConcept C77088390 @default.
- W2382986528 hasConcept C85106312 @default.
- W2382986528 hasConceptScore W2382986528C10138342 @default.
- W2382986528 hasConceptScore W2382986528C105795698 @default.
- W2382986528 hasConceptScore W2382986528C120310109 @default.
- W2382986528 hasConceptScore W2382986528C144237770 @default.
- W2382986528 hasConceptScore W2382986528C149782125 @default.
- W2382986528 hasConceptScore W2382986528C162118730 @default.
- W2382986528 hasConceptScore W2382986528C162324750 @default.
- W2382986528 hasConceptScore W2382986528C21031990 @default.
- W2382986528 hasConceptScore W2382986528C2780009758 @default.
- W2382986528 hasConceptScore W2382986528C33923547 @default.
- W2382986528 hasConceptScore W2382986528C41008148 @default.
- W2382986528 hasConceptScore W2382986528C48406656 @default.
- W2382986528 hasConceptScore W2382986528C58435881 @default.
- W2382986528 hasConceptScore W2382986528C69738904 @default.
- W2382986528 hasConceptScore W2382986528C76374431 @default.
- W2382986528 hasConceptScore W2382986528C77088390 @default.
- W2382986528 hasConceptScore W2382986528C85106312 @default.
- W2382986528 hasLocation W23829865281 @default.
- W2382986528 hasOpenAccess W2382986528 @default.
- W2382986528 hasPrimaryLocation W23829865281 @default.
- W2382986528 hasRelatedWork W152357573 @default.
- W2382986528 hasRelatedWork W1525160878 @default.
- W2382986528 hasRelatedWork W1542274658 @default.
- W2382986528 hasRelatedWork W1626940079 @default.
- W2382986528 hasRelatedWork W1911777706 @default.
- W2382986528 hasRelatedWork W1972411269 @default.
- W2382986528 hasRelatedWork W1978032414 @default.
- W2382986528 hasRelatedWork W2003264997 @default.
- W2382986528 hasRelatedWork W2072374323 @default.
- W2382986528 hasRelatedWork W2081941772 @default.
- W2382986528 hasRelatedWork W2165160719 @default.
- W2382986528 hasRelatedWork W2357286939 @default.
- W2382986528 hasRelatedWork W2366939578 @default.
- W2382986528 hasRelatedWork W2551449006 @default.
- W2382986528 hasRelatedWork W2591520080 @default.
- W2382986528 hasRelatedWork W3121241180 @default.
- W2382986528 hasRelatedWork W3125516542 @default.
- W2382986528 hasRelatedWork W858112400 @default.
- W2382986528 hasRelatedWork W2275678651 @default.
- W2382986528 hasRelatedWork W3121130905 @default.
- W2382986528 isParatext "false" @default.
- W2382986528 isRetracted "false" @default.
- W2382986528 magId "2382986528" @default.
- W2382986528 workType "article" @default.