4551数理金融中等数值题short
Call Price Interval 11
题目
Calls with strikes 90 and 120 trade at 18 and 6. What no-arbitrage interval can you infer for the missing call price C(105) using static sub- and super-replication only?
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
Calls with strikes 90 and 120 trade at 18 and 6. What no-arbitrage interval can you infer for the missing call price C(105) using static sub- and super-replication only?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。