问题如下图:
选项:
A.
B.
C.
请问BSM中假设不应该是price符合lognormal 而return 符合normal的吗?
NO.PZ201702190300000401 Pri是 constant 还是 continuous 这两是一个意思吗
NO.PZ201702190300000401 continuous prices but not the return stribution. the storeturn stribution but not the volatility. B is correct. Although the BSM mol assumes continuous stoprices, it also assumes thstoreturns are lognormally stribute(not normally stribute.a哪里错了,利率恒定,价格不连续啊
continuous prices but not the return stribution. the storeturn stribution but not the volatility. B is correct. Although the BSM mol assumes continuous stoprices, it also assumes thstoreturns are lognormally stribute(not normally stribute. 看了之前同学的提问,我这边的疑问也是一样的,老师上课说prireturn 是lognorm分布,连续return是normal分布。请下,谢谢。
continuous prices but not the return stribution. the storeturn stribution but not the volatility. B is correct. Although the BSM mol assumes continuous stoprices, it also assumes thstoreturns are lognormally stribute(not normally stribute.请问老师 题里说的interest rate 是constant是对的吗 我知道 riskfree r和分红是要constant的。 谢谢
老师,连续的return不就是服从normstribution的么?我凌乱了……