COMPUTER PROCESSING METHOD, AND PROGRAM

摘要

Provided is a computer processing method for determining a risk neutral probability by using the entropy maximum method not depending on a model. This method needs an input device (101) to which arbitrary set information is inputted, a market (102) or a source for various pieces of market information, a computer (103) for performing the processing operations in response to the various pieces of information to issue an output instruction, an interface (104) for collecting the information from the market and inputting it to the computer (103), a storage device (105) for storing the program and the various kinds of data generated during the processing operation, and a display device (106) or a main outputting method. The output of the processing result can be stored not only in the display device (106) but also in the storage device (105), and can be either printed by a printer device or transmitted through communication lines.