5646数理金融中等数值题short
Monte Carlo Standard Error 1
题目
A Monte Carlo run has sample mean terminal payoff 10.5 and sample standard deviation 4.2 from n=400 paths. With rate 0.03 and maturity 1, what are the time-0 price estimate, its standard error, and the approximate 95% confidence interval?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。