| 摘要 |
<p>A method of applying a substantially constant leverage to a value of a log-normal distributed asset includes providing an underlying log-normal distributed asset having an original volatility sigma and an original yield q. The asset includes an associated value S denominated in a currency having an associated interest rate r. The method and system also include applying a leveraging factor L to produce a modified value, volatility and/or a modified yield.</p> |
