5654数理金融中等数值题short
Asian Path Payoff 4
题目
A simulated path for an arithmetic-average Asian call is [95, 92, 90, 97] with strike 94. What payoff does this single path contribute to the Monte Carlo estimator?
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提交作答时记录，用于后续平均用时统计。
你的答案
题目
A simulated path for an arithmetic-average Asian call is [95, 92, 90, 97] with strike 94. What payoff does this single path contribute to the Monte Carlo estimator?
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