4618数理金融简单数值题short
Replication Inversion 3
题目
A replicating portfolio holds Delta = 0.5 shares and B = -20 in the bond. If S_0 = 50, what option price does replication imply today?
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 replicating portfolio holds Delta = 0.5 shares and B = -20 in the bond. If S_0 = 50, what option price does replication imply today?
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