2297数理金融简单数值题short
Jump Compensator Recovery 2
题目
In a simplified jump-diffusion, mu_Q = r - lambda*kappa. If r = 2.50%, kappa = 1.60%, and mu_Q = 0.50%, what jump intensity lambda is implied?
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
题目
In a simplified jump-diffusion, mu_Q = r - lambda*kappa. If r = 2.50%, kappa = 1.60%, and mu_Q = 0.50%, what jump intensity lambda is implied?
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