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| Reference | Title | Link |
| Kemp, M.H.D. (2014b) | Regulatory costs and risk neutrality | here |
Abstract
"Some commentators have argued that regulatory compliant pricing cannot be risk neutral and that this has implications for exit prices and marking-to-market. We argue in this paper that the demise of risk neutrality as a central component of instrument valuation is not a necessary consequence of regulatory change, at least not if subtleties in the concept of risk neutrality and how regulations might influence it are fully explored." |
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