Journal of Mathematical Finance

Vol.9 No.1(2019), Paper ID 90793, 26 pages

DOI:10.4236/jmf.2019.91005

 

Study on the Systemic Risk of China’s Stock Markets under Risk-Neutral Conditions

 

Shibo Dai, Handong Li

 

School of Systems Science, Beijing Normal University, Beijing, China
School of Systems Science, Beijing Normal University, Beijing, China

 

Copyright © 2019 Shibo Dai, Handong Li et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Dai, S. and Li, H. (2019) Study on the Systemic Risk of China’s Stock Markets under Risk-Neutral Conditions. Journal of Mathematical Finance, 9, 54-79. doi: 10.4236/jmf.2019.91005.

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