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风险中性估值
相关语句
  risk-neutral valuation
     The pricing models of gap options are studied,and the pricing formulas of the European gap options under risk-neutral valuation are given. It is shown that there is no put-call parity ralation between gap call option and put option.
     讨论缺口期权的定价模型,利用风险中性估值原理给出欧式缺口期权的定价公式,并说明了欧式缺口看涨和看跌期权之间不存在平价关系.
短句来源
  相似匹配句对
     Nonparametric Estimation of the Risk-Neutral Process
     风险中性过程的非参数估计
短句来源
     Risk-Neutral Pricing Method for Credit Risk and Empirical Evidences from China
     信用风险中性定价方法及实证研究
     Risks exist impersonally.
     风险是客观存在的。
短句来源
     If you do nothing,the risk will come
     无为的风险
短句来源
     Neutral doctrism
     中性主义
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  risk-neutral valuation
Risk-neutral valuation is discussed and a simple jump-diffusion model is chosen to illustrate the results.
      
Valuing executive stock options is a challenging problem, because the standard risk-neutral valuation of those options is not appropriate; the executive is not allowed to trade the stock of the firm, so is not operating in a complete market.
      
As this paper shows, an executive holding many American-style call options on his firm's stock will optimally exercise the options bit by bit, whereas a risk-neutral valuation of the options would assume that all are exercised at the same time.
      
Dual ones allow us to extend the risk-neutral valuation methodology for imperfect and noarbitrage free markets and provide new interpretations for the measures in terms of "frictions effect" or "committed errors" in the valuation process.
      
The risk-neutral valuation formula for path-dependent options contingent upon multiple underlying assets admits an elegant representation in terms of path integrals (Feynman-Kac formula).
      
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The pricing models of gap options are studied,and the pricing formulas of the European gap options under risk-neutral valuation are given.It is shown that there is no put-call parity ralation between gap call option and put option.

讨论缺口期权的定价模型,利用风险中性估值原理给出欧式缺口期权的定价公式,并说明了欧式缺口看涨和看跌期权之间不存在平价关系.

 
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