risk-neutral pricing

基本解釋

Credit pricing is the core of credit risk management, risk-neutral pricing method has advantages over traditional methods.
信用定價(jià)是信用風(fēng)險(xiǎn)管理的核心，風(fēng)險(xiǎn)中性定價(jià)方法具有傳統(tǒng)定價(jià)方法不可比擬的優(yōu)點(diǎn)。
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(jià)問(wèn)題，根據(jù)風(fēng)險(xiǎn)中性估價(jià)原理，得到了這些期權(quán)的定價(jià)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.
并利用風(fēng)險(xiǎn)中性定價(jià)方法討論了定價(jià)問(wèn)題，得到了價(jià)格的解析表達(dá)式。