Closed-form transformations from risk-neutral to real-world distributions
| Year of publication: |
2007
|
|---|---|
| Authors: | Liu, Xiaoquan ; Shackleton, Mark B. ; Taylor, Stephen J. ; Xu, Xinzhong |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 31.2007, 5, p. 1501-1520
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