NO.PZ2020021205000047
问题如下:
Use risk-neutral valuation to value a derivative that pays off ln(ST) at time T, where ST is the price of a non-dividend paying stock at time T. Define other variables as in this chapter.
选项:
解释:
The value of the derivative is
that is
1.Define other variables as in this chapter.是对公式中其他变量进行定义吗?答案中没有回答这问吗?
2.答案中公式2怎么得到的?没明白。谢谢老师