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Quant版 - [合集] a simple question about risk-neutral valuation
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NetWorth (十年) 于 (Sun Apr 1 15:32:52 2007) 提到:
The principle states that we can with complete impunity assume the work is
risk neutral when pricing options. The resultling prices are correct not
just in a risk-neutral world, but in OTHER worlds as well. I have read the
texbook several times, but still can not understand why. Can anybody help me
? Thanks!!
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ThatYear (那年) 于 (Sun Apr 1 16:15:47 2007) 提到:
by no
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