most citedFinancial Stochastic Models Diffusion: From Risk-Neutral to Real-World Measure

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q-fin.MF2024★ 1 cited

Financial Stochastic Models Diffusion: From Risk-Neutral to Real-World Measure

Mohamed Ben Alaya, Ahmed Kebaier, Djibril Sarr

This research presents a comprehensive framework for transitioning financial diffusion models from the risk-neutral (RN) measure to the real-world (RW) measure, leveraging results…