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Project
The economic impact of air pollution.
Through a simplified model, we study the volatility of asset prices under the actual probability measure and the risk-neutral probability measure, and compare the relationship between the two. Respectively, from the same securities, different securities, the same observation time, different observation time from the perspective of research.
Date:1 Dec 2017 → 22 May 2019
Keywords:martingale measute
Disciplines:Applied economics
Project type:PhD project