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(xiǎn)中性的世界是一個(gè)假想的世界，在風(fēng)險(xiǎn)中性世界中所有風(fēng)險(xiǎn)資産的預(yù)期收益率等於無(wú)風(fēng)險(xiǎn)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(duì)數(shù)正態(tài)擴(kuò)散過(guò)程表達(dá)的隨機(jī)過(guò)程轉(zhuǎn)化爲(wèi)風(fēng)險(xiǎn)中性，竝在此條件下用鞅定價(jià)方法推導(dǎo)出與股票相關(guān)聯(lián)的歐式滙率買(mǎi)入期權(quán)的價(jià)格公式。