5542数理金融中等数值题short
Black-Scholes Call 2
题目
Under Black-Scholes with spot 95, strike 100, risk-free rate 0.04, dividend yield 0.01, volatility 0.25, and maturity 0.5, 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 95, strike 100, risk-free rate 0.04, dividend yield 0.01, volatility 0.25, and maturity 0.5, 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