问题如下:
1.Lee’s statement about the assumptions of the BSM model is accurate with regard to:
选项:
A. interest rates but not continuous prices.
B. continuous prices but not the return distribution.
C. the stock return distribution but not the volatility.
解释:
B is correct.
Although the BSM model assumes continuous stock prices, it also assumes that stock returns are lognormally distributed (not normally distributed).
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