2304数理金融简单数值题short
Poisson Jump Calibration 4
题目
In a Poisson jump model, the expected number of jumps over horizon T is lambda*T. If lambda = 1.8 and T = 0.75 years, what is the expected jump count?
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 Poisson jump model, the expected number of jumps over horizon T is lambda*T. If lambda = 1.8 and T = 0.75 years, what is the expected jump count?
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