4566数理金融简单essayshort
PDE Hedge Logic 1
题目
After setting the stock holding equal to delta in the PDE derivation, what source of randomness remains in the hedged portfolio over an infinitesimal dt?
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
After setting the stock holding equal to delta in the PDE derivation, what source of randomness remains in the hedged portfolio over an infinitesimal dt?
解题计时
0:00
提交作答时记录,用于后续平均用时统计。