4883数理金融困难数值题short
Infer Stress Probability From Conditional Means 18
题目
A payoff has conditional mean 2 in a normal regime and -4 in a stress regime. The overall expected payoff is 0.8. What probability of the stress regime 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