4597数理金融中等数值题short
Martingale Decomposition Arithmetic 7
题目
A call price is 5.4 and the discounted strike-side term K e^{-rT} N(d2) is 24.2. What discounted share-side term S0 e^{-qT} N(d1) 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
A call price is 5.4 and the discounted strike-side term K e^{-rT} N(d2) is 24.2. What discounted share-side term S0 e^{-qT} N(d1) 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