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bn:03194617n
Noun Concept
Categories: Derivatives (finance), Financial risk modeling
EN
risk-neutral measure  equivalent martingale measure  martingale measure  Measure Q  physical measure
EN
In mathematical finance, a risk-neutral measure is a probability measure such that each share price is exactly equal to the discounted expectation of the share price under this measure. Wikipedia
Definitions
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Sources
EN
In mathematical finance, a risk-neutral measure is a probability measure such that each share price is exactly equal to the discounted expectation of the share price under this measure. Wikipedia
IS A
probability measure
Wikipedia
EN
risk-neutral measure
Wikidata
EN
Risk-neutral measure
Wikipedia Redirections
EN
equivalent martingale measure, martingale measure, Measure Q, physical measure, Q-measure, risk-neutral probability, Risk neutral measure, Rnm
Wikidata Alias
EN
Risk-neutral probability

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