Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - Closed-form transformations from risk-neutral to real-world distributions
AU - Liu, X
AU - Shackleton, M B
AU - Taylor, S J
AU - Xu, X
PY - 2007
Y1 - 2007
N2 - doi:10.1016/j.jbankfin.2006.09.005 http://www.sciencedirect.com/science?_ob=MImg&_imagekey=B6VCY-4MWPSJ0-9-1&_cdi=5967&_user=196517&_orig=browse&_coverDate=01%2F24%2F2007&_sk=999999999&view=c&wchp=dGLbVtb-zSkzV&md5=3821c76813e2d4f1316c7a2d0ad19de3&ie=/sdarticle.pdf Available online 24 January 2007
AB - doi:10.1016/j.jbankfin.2006.09.005 http://www.sciencedirect.com/science?_ob=MImg&_imagekey=B6VCY-4MWPSJ0-9-1&_cdi=5967&_user=196517&_orig=browse&_coverDate=01%2F24%2F2007&_sk=999999999&view=c&wchp=dGLbVtb-zSkzV&md5=3821c76813e2d4f1316c7a2d0ad19de3&ie=/sdarticle.pdf Available online 24 January 2007
U2 - 10.1016/j.jbankfin.2006.09.005
DO - 10.1016/j.jbankfin.2006.09.005
M3 - Journal article
VL - 31
SP - 1501
EP - 1520
JO - Journal of Banking and Finance
JF - Journal of Banking and Finance
SN - 0378-4266
IS - 5
ER -