When the market is complete, the present value of any derivative security is equivalent to mathematical expectation of its underlying profit discount value under equivalent martingale measurement.
当市场是完备时,任意衍生证券的现值等于该证券未来收益折现值在等价鞅测度下的数学期望。
When the market is complete, the present value of any derivative security is equivalent to mathematical expectation of its underlying profit discount value under equivalent martingale measurement.
当市场是完备时,任意衍生证券的现值等于该证券未来收益折现值在等价鞅测度下的数学期望。
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