Numeraire Dependence in Risk-neutral Probabilities of Event Outcomes

Reference

Hanke, M., Poulsen, R., & Weissensteiner, A. (2019). Numeraire Dependence in Risk-neutral Probabilities of Event Outcomes. The Journal of Derivatives, 26(4), 128-143. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)

Publication type

Article in Scientific Journal

Persons

• Prof. Dr. Michael Hanke
• Dr. Alex Weissensteiner

Organizational Units

• Chair in Finance
• Institute for Finance

Original Source URL

DOI