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.
風險中性的世界是一個假想的世界，在風險中性世界中所有風險資產(chǎn)的預期收益率等于無風險收益率。
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)擴散過程表達的隨機過程轉(zhuǎn)化為風險中性，并在此條件下用鞅定價方法推導出與股票相關聯(lián)的歐式匯率買入期權的價格公式。