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- W2386098571 abstract "In this paper,a systematic analysis is done on risk-neutral hypothesis and risk-neutral probability which are scatteredly in various literature,and then three general steps of pricing on derivative securities by employing risk-neutral hypothesis and risk-neutral probability are obtained and some examples are given for illustrating three general steps,which can provide references for researchers of researching price of derivative securities." @default.
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- W2386098571 date "2006-01-01" @default.
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- W2386098571 title "Risk-Neutral Analysis and Its Application in Pricing on Derivative Securities" @default.
- W2386098571 hasPublicationYear "2006" @default.
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