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state price density
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state price density
Encyclopedia
理学
风险中性测度
释
state price density;SPD
状态价格密度
状态价格与该状态发生的概率的商,在数值上等于1期在某状态下支付为1,在其它状态下支付均为0的证券在0期相对于单位概率的价格。
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