3746随机过程中等essaymedium
Equity Claim Paying One Share at T
题目
A claim pays exactly one share of stock at time T. Which numeraire makes the payoff especially simple, and what ratio is martingale under that choice?
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提交作答时记录，用于后续平均用时统计。
题目
A claim pays exactly one share of stock at time T. Which numeraire makes the payoff especially simple, and what ratio is martingale under that choice?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。