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#consistent_pricing_process

Consistent pricing process

A consistent pricing process (CPP) is any representation of (frictionless) "prices" of assets in a market. It is a stochastic process in a filtered probability space such that at time the component can be thought of as a price for the asset.

Fri 28th

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Consistent pricing process Asset pricing Risk-neutral measure Pricing CPP Transfer pricing Drip pricing Gasoline and diesel usage and pricing Electricity pricing Valuation of options
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