问题如下图:bsm模型需要满足无风险利率和波动稳定?价格无上限三个条件?
选项:
A.
B.
C.
D.
解释:
have upper priboun have constant privolatility. are not pricearbitrage. The Black-Scholes-Merton mol cannot usefor the valuation of fixeincome securities because it makes the following assumptions, whiare not reasonable for valuing fixe income securities: l There is no upper priboun l The risk-free rate is constant. l Bonvolatility is constant. b是什么意思呢为什么不选a
为什么c不对呢