4524数理金融中等essayshort
Half Share With Floor 9
题目
What static portfolio replicates the payoff 0.5 S_T + 0.5 max(S_T, 100)?
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
Number of shares of stock to hold
Number of put options with strike 100 to long
题目
What static portfolio replicates the payoff 0.5 S_T + 0.5 max(S_T, 100)?
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
Number of shares of stock to hold
Number of put options with strike 100 to long