3720随机过程中等essaymedium
Why VaR and Option Price Should Not Share a Drift Assumption by Default
题目
Why is it usually a mistake to force the same drift assumption into both VaR simulations and derivative pricing models?
解题计时
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提交作答时记录，用于后续平均用时统计。
题目
Why is it usually a mistake to force the same drift assumption into both VaR simulations and derivative pricing models?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。