Received: 22 February 2019  Accepted: 10 March 2021
DOI: 10.1111/mafi.12307

ORIGINAL ARTICLE


Risk-neutral pricing techniques and examples
Robert A. Jarrow1             Pierre Patie2          Anna Srapionyan3
Yixuan Zhao4
1SC Johnson College of Business, Cornell
University, Ithaca, New York, USA          Abstract
2School of Operations Research and         Tractability and flexibility are among the two most
Information Engineering, Cornell          attractive features of models in mathematical  ...