5548数理金融中等数值题short
Black-Scholes Put 3
题目
Under Black-Scholes with spot 120, strike 130, risk-free rate 0.02, dividend yield 0, volatility 0.18, and maturity 1.5, what is the European put 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 120, strike 130, risk-free rate 0.02, dividend yield 0, volatility 0.18, and maturity 1.5, what is the European put 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