← 返回数学题库
2276数理金融中等数值题medium

LSM Regression Interpretation 1

题目

An LSM continuation regression is fit linearly from two in-the-money paths: (S,C)=(70,24) and (90,10). What continuation estimate does that line give at S = 80?

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