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5. Model-free Implied Volatility,Quadratic Variation and Risk-neutral Density

Model-free Implied Volatility,Quadratic Variation and Risk-neutral Density

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：ernest5

【摘 要】

：

　　We shall present our recent work on the relationship among three important measures used in financial derivative field: the expectation of integrated return

【作 者】

：

YangHongtao; 

【机 构】

：

Univ.of Nevada Las Vegas

【出 处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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　　We shall present our recent work on the relationship among three important measures used in financial derivative field: the expectation of integrated return variance,the model-free implied volatility(MFIV),and the expectation of the quadratic variation of return.

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