risk-neutral pricing

常見例句

Credit pricing is the core of credit risk management, risk-neutral pricing method has advantages over traditional methods.
信用定價是信用風險琯理的核心，風險中性定價方法具有傳統(tǒng)定價方法不可比擬的優(yōu)點。
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.
研究了歐式冪期權(quán)的定價問題，根據(jù)風險中性估價原理，得到了這些期權(quán)的定價公式。
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.
竝利用風險中性定價方法討論了定價問題，得到了價格的解析表達式。