risk-neutral world

基本解釋

The world of risk neutral is an imaginary world in which the expected return rate of all risky assets equals to risk-free return rate.
風(fēng)險中性的世界是一個假想的世界，在風(fēng)險中性世界中所有風(fēng)險資產(chǎn)的預(yù)期收益率等于無風(fēng)險收益率。
By applying the martingale pricing method in a world in which the logarithmic normal diffuse processes are expressed risk-neutral, we get European exchange rate call option related with the stock.
將對數(shù)正態(tài)擴(kuò)散過程表達(dá)的隨機(jī)過程轉(zhuǎn)化為風(fēng)險中性，并在此條件下用鞅定價方法推導(dǎo)出與股票相關(guān)聯(lián)的歐式匯率買入期權(quán)的價格公式。