| Is the Financial Market Risk-neutral -Empirical Research Based on the Implied Probability Distribution | |
| Xu Weicheng; Li Xinpeng | |
| 2015 | |
| 会议名称 | 7th International Institute of Statistics and Management Engineering Symposium |
| 会议日期 | AUG 17-21, 2015 |
| 关键词 | Risk-neutral Implied probability distribution Equivalent martingale measure Option pricing |
| 页码 | 665-673 |
| 收录类别 | CPCI-SSH |
| 会议录 | STATISTIC APPLICATION IN MODERN SOCIETY
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| URL标识 | 查看原文 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/6037231 |
| 专题 | 山东大学 |
| 作者单位 | Shandong Univ, Inst Financial Studies, Jinan 250100, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Xu Weicheng,Li Xinpeng. Is the Financial Market Risk-neutral -Empirical Research Based on the Implied Probability Distribution[C]. 见:7th International Institute of Statistics and Management Engineering Symposium. AUG 17-21, 2015. |
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