risk-neutral pricing
常见例句
- Credit pricing is the core of credit risk management, risk-neutral pricing method has advantages over traditional methods.
信用定价是信用风险管理的核心,风险中性定价方法具有传统定价方法不可比拟的优点。 - The problem of pricing of the European power options was studied. From the risk-neutral evaluation principle, we have obtained the pricing formulas of these options.
研究了欧式幂期权的定价问题,根据风险中性估价原理,得到了这些期权的定价公式。 - In this paper, we design two path-dependant reset options in the Black-Scholes model, and get the analytical formulas of the prices by virtue of risk-neutral pricing theory.
并利用风险中性定价方法讨论了定价问题,得到了价格的解析表达式。 返回 risk-neutral pricing