4624数理金融中等数值题short
Binomial Continuation Logic 9
题目
At an intermediate node, the stock can move to 118 or 96 next step, and the option values there are 19 and 8. What local hedge ratio Delta is implied?
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题目
At an intermediate node, the stock can move to 118 or 96 next step, and the option values there are 19 and 8. What local hedge ratio Delta 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