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

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

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  • Liu, Xiaoquan & Shackleton, Mark B. & Taylor, Stephen J. & Xu, Xinzhong, 2007. "Closed-form transformations from risk-neutral to real-world distributions," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1501-1520, May.
  • Handle: RePEc:eee:jbfina:v:31:y:2007:i:5:p:1501-1520
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    References listed on IDEAS

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