This paper adopts the real option approach to examine corporate debt and endogenous bankruptcy in a risk-neutral framework.
本文利用实物期权方法在风险中性概率测试下研究公司的债务与内生破产问题。
2
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.
研究了欧式幂期权的定价问题，根据风险中性估价原理，得到了这些期权的定价公式。
3
By applying the martingale pricing method in a world in which the logarithmic normal diffuse processes are expressed risk-neutral, we get European exchange rate call option related with the stock.