Journal of Mathematical Finance

Vol.5 No.1(2015), Paper ID 53602, 11 pages

DOI:10.4236/jmf.2015.51002

 

Modeling Returns and Unconditional Variance in Risk Neutral World for Liquid and Illiquid Market

 

Ivivi Joseph Mwaniki

 

School of Mathematics, Statistics, Actuarial and Finance Division, University of Nairobi, Nairobi, Kenya

 

Copyright © 2015 Ivivi Joseph Mwaniki 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

Mwaniki, I. (2015) Modeling Returns and Unconditional Variance in Risk Neutral World for Liquid and Illiquid Market. Journal of Mathematical Finance, 5, 15-25. doi: 10.4236/jmf.2015.51002.
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