| 摘要 |
<p>There is provided a computer calculation processing method for determining risk-neutral probability distribution with the use of a model-independent maximum entropy method. There are provided an input device (101) into which arbitrarily set information is inputted, a market (102) which is the source of various market information, a calculator (103) which receives various inputs, performs the calculation processing of the present invention and issues an output instruction, an interface (104) which collects information from the market and inputs it to the calculator (103), a storage device (105) which stores the program of the present invention and various data generated during the calculation processing, and a display device (10). Output of a result of the calculation processing can be stored in the storage device (105) in addition to the display device (106), printed on a printing device or transmitted via a communication line.</p> |
