4882数理金融困难数值题short
Infer Missing Stress Mean From Tower Equation 17
题目
A payoff has conditional mean 5 in a calm regime and unknown mean m in a stress regime. The calm regime probability is 0.6 and the overall expected payoff is 2.6. What is m?
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