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A Simple Pragmatic Justification for Risk-Neutral Option Pricing

https://doi.org/10.2139/ssrn.1026133
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0022-0531(79)90043-7openalex-extracted
Martingales and arbitrage in multiperiod securities markets
inferredcites →https://doi.org/10.1016/0304-405x(79)90015-1openalex-extracted
Option pricing: A simplified approach
inferredcites →https://doi.org/10.1016/c2010-0-64929-7openalex-extracted
An Introduction to the Mathematics of Financial Derivatives
inferredcites →https://doi.org/10.1057/9780230295209_2openalex-extracted
Inferring Risk-Averse Probability Distributions from Option Prices Using Implied Binomial Trees
inferredcites →https://doi.org/10.1086/260062openalex-extracted
The Pricing of Options and Corporate Liabilities
inferredcites →https://doi.org/10.1111/j.1540-6261.1964.tb02865.xopenalex-extracted
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
inferredcites →https://doi.org/10.2139/ssrn.1412948openalex-extracted
Inferring Risk-Averse Probability Distributions from Option Prices Using Implied Binomial Trees: Additional Theory and Extensions
inferredcites →https://doi.org/10.2139/ssrn.240554openalex-extracted
Option Pricing in the Real World: A Generalized Binomial Model with Applications to Real Options
inferredcites →https://doi.org/10.2139/ssrn.541662openalex-extracted
inferredcites →https://doi.org/10.2307/2233573openalex-extracted
Continuous-Time Finance.
inferredcites →https://doi.org/10.2307/2328875openalex-extracted
Continuous-Time Finance.
inferredcites →https://doi.org/10.2469/faj.v60.n6.1909openalex-extracted
Using the WACC to Value Real Options

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.2475740openalex-extracted
Teaching Measure Transformation in Option Pricing with a Loaded Die
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