3968金融与交易中等derivationmedium
Arithmetic-Average Call II
题目
A weighted arithmetic-average Asian call uses weights [1, 1, 1, 2] on four fixings. The first three fixings are [50, 52, 51], the strike is 53, and the trader wants payoff 1. What final fixing is required?
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