Closed-form transformations from risk-neutral to real-world distributions

Xiaoquan Liu, Mark B. Shackleton, Stephen J. Taylor, Xinzhong Xu

Research output: Journal PublicationArticlepeer-review

62 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Closed-form transformations from risk-neutral to real-world distributions'. Together they form a unique fingerprint.

Keyphrases

Mathematics

Economics, Econometrics and Finance

Engineering