配当と市場のリスク価格

最近ハルの教科書の問題を解こうとしています。The formula for df is
df = mu*dt+sigma*dz
given that mu=r+lambda*sigma, where lambda is the mkt price of risk,
df = (r+lambda*sigma)f*dt+sigma*f*dz
In a traditional risk neutral world, lambda*sigma=0
Given a continuous dividend q, though, this becomes
df = (r-q+lambda*sigma)f*dt+sigma*f*dz
This is derived from the fact that, given a dividend,
lambda= (mu+q-r)/sigma
Although, in the real world, dividends are not reinvested and the drift is simply mu, in the risk neutral world the drift is
mu*=lambda*sigma+r-q, so
df=(r-q+lambda*sigma)f*dt + sigma*f*dz
If f is a currency rate, Q is the exchange rate (units of A per units of B) , and we want to solve for the diffusion process of a derivative paying out in currency B, a complicated derivation leads to the result that the drift increases by p*sigma_f*sigma_Q, where p is the correlation between f and Q.