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风险中性概率测度
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  risk-neutral probability measure
As application, a characterization of the existence of a risk-neutral probability measure equivalent to the applied underlying one is provided in terms of the given prices.
      
Here, in particular, the risk-neutral probability measure considered has the advantage of having its density laying in pre-considered upper and lower bounds.
      
Accordingly, since the financial market is complete, there is a unique equilibrium risk-neutral probability measure.
      
Here Q is devoted to represent a risk-neutral probability measure on a financial market to be defined below.
      
We fix r = 0.06 and r = 0.04, which are the drift under the risk-neutral probability measure.
      
  risk neutral probability measure
For example, in finance, the wavelet estimator is strongly consistent under the market probability measure as well as the risk neutral probability measure.
      
This results in a real world pricing formula under partial information that turns out to be independent of the subjective utility of the investor and for which an equivalent risk neutral probability measure need not exist.
      
The value of the mortgage equals the expectation, under the risk neutral probability measure, of the future cash flows.
      
This probability measure is called a risk neutral probability measure.
      
  risk neutral probability measure
For example, in finance, the wavelet estimator is strongly consistent under the market probability measure as well as the risk neutral probability measure.
      
This results in a real world pricing formula under partial information that turns out to be independent of the subjective utility of the investor and for which an equivalent risk neutral probability measure need not exist.
      
The value of the mortgage equals the expectation, under the risk neutral probability measure, of the future cash flows.
      
This probability measure is called a risk neutral probability measure.
      


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