4546数理金融中等数值题short
Call Subhedge Lower Bound 6
题目
European calls with strikes 90 and 110 trade at prices 14 and 5. What is the strongest model-free lower bound you can infer for the price of the call with strike 100 using monotonicity and static sub-hedging?
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