Fig. 7From: Intelligent option portfolio model with perspective of shadow price and risk-free profit12-month risk-free model terminal wealth. Note: The X-axis of charts is the forward price of the underlying assets, and the Y-axis is the expected wealth in the next period. The red line is the real forward price of the underlying asset. The green line is the predicted forward asset price. The x-axis covered by the blue block means the risk-free rangeBack to article page