4677数理金融中等essayshort
Local Vol Scenario 12
题目
What does a local-vol model try to absorb into the state variable S that a stochastic-vol model would instead place into an extra state variable?
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
What does a local-vol model try to absorb into the state variable S that a stochastic-vol model would instead place into an extra state variable?
解题计时
0:00
提交作答时记录,用于后续平均用时统计。