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Risk, return, and ross recovery
Peter Carr, Jiming Yu
Finance and Risk Engineering
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Keyphrases
Transition Probability
100%
Risk-return Relation
100%
Ross Recovery
100%
Markovian
50%
Risk-neutral
50%
Option Price
50%
Volatility
25%
Market Value
25%
Asset Prices
25%
Numeraire
25%
Bounded Diffusion
25%
Modern Finance
25%
Conditional Volatility
25%
Economics, Econometrics and Finance
Risk-Return Tradeoff
50%