3798随机过程中等essaymedium
Why Time Runs Backward in Pricing PDEs
题目
Why does the PDE associated with a terminal payoff usually run backward from T to t instead of forward from now to maturity?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
题目
Why does the PDE associated with a terminal payoff usually run backward from T to t instead of forward from now to maturity?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。