4593数理金融简单数值题short
Martingale Carry Inference 3
题目
A stock has spot 90 and 1-year discounted risk-neutral expectation E[e^{-rT}S_T] = 88.218. What continuous dividend yield q is implied?
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提交作答时记录,用于后续平均用时统计。
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题目
A stock has spot 90 and 1-year discounted risk-neutral expectation E[e^{-rT}S_T] = 88.218. 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