4608数理金融中等essayshort
Higher volatility
题目
In the martingale derivation, why does higher volatility usually help a call even though the discounted expected stock price itself does not change?
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
In the martingale derivation, why does higher volatility usually help a call even though the discounted expected stock price itself does not change?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。