2022数学简单数值题medium
Funding Buffer Gap From Two Leverage States 2
题目
The leverage can be either very low or quite high, and the desk wants the exact Jensen gap. A funding-buffer model uses phi(L)=1/(1+L). Suppose L takes values 0 and 3 with probabilities 1/2 and 1/2. Compute E[phi(L)] and phi(E[L]).
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
你的答案
E[phi(L)]
phi(E[L])