Martingale Restrictions and the Implied Market Price of Risk
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Abstract
Suggested Citation
DOI: 10.1111/j.1744-7976.2006.00056.x
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Other versions of this item:
- Calum G. Turvey & Sridar Komar, 2007. "Martingale Restrictions and the Implied Market Price of Risk," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 55(1), pages 138-158, March.
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Cited by:
- Shee, Apurba & Turvey, Calum G., 2008. "Commodity Linked Credit: A Risk Management Instrument for the Agrarians in India," 2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri 48139, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
- Nikolai Dokuchaev, 2018. "On the implied market price of risk under the stochastic numéraire," Annals of Finance, Springer, vol. 14(2), pages 223-251, May.
- Calum G. Turvey, 2010. "Biography," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 70(1), pages 5-20, May.
- Ching-Ping Wang & Hung-Hsi Huang & Chien-Chia Hung, 2011. "Implied Index And Option Pricing Errors: Evidence From The Taiwan Option Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 5(2), pages 115-125.
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