Slide 1 Derivatives pricing when one cannot borrow at the risk free rate S. Benaim and D. Kainth, QuaRC, RBS Slide 2 2 Derivatives pricing when one cannot borrow at the risk…
Derivatives pricing when one cannot borrow at the risk free rate S. Benaim and D. Kainth, QuaRC, RBS Derivatives pricing when one cannot borrow at the risk free rate Disclaimer:…