5541数理金融中等数值题short
Black-Scholes Call 1
题目
Under Black-Scholes with spot 100, strike 100, risk-free rate 0.03, dividend yield 0, volatility 0.2, and maturity 1, what is the European call price?
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
Under Black-Scholes with spot 100, strike 100, risk-free rate 0.03, dividend yield 0, volatility 0.2, and maturity 1, what is the European call price?
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