4471数理金融中等数值题short
State-Price Density Solve 1
题目
A stock and bond trade in a one-period two-state model with S0=100, Su=120, Sd=80, and gross risk-free return 1. Solve for the state-price densities λu and λd.
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
λu
λd