4530数理金融中等essayshort
Cash Floor With Limited Upside Participation
题目
A product pays 92 if S_T <= 100. Between 100 and 115 it rises with slope 0.7, and above 115 the payoff is capped. What static replication do you use?
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
A product pays 92 if S_T <= 100. Between 100 and 115 it rises with slope 0.7, and above 115 the payoff is capped. What static replication do you use?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。