4571数理金融中等数值题short
PDE Coefficient Inversion 6
题目
In a candidate Black-Scholes PDE, the coefficient on S V_S is 0.015 and the risk-free rate is 0.04. What continuous dividend yield q is implied?
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
题目
In a candidate Black-Scholes PDE, the coefficient on S V_S is 0.015 and the risk-free rate is 0.04. What continuous dividend yield q is implied?
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