Benchmark-Neutral Pricing

By Eckhard Platen

Published 2024-07-03

Everscope rating

1669.1

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Benchmark-Neutral Pricing. Problem types: Asset Pricing, Hedging.

arXiv:2407.01542 · Paper rankings

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