郑毅Justin · 2021年05月26日
* 问题详情，请 查看题干
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).
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price return 是lognormal 分布，连续return是normal分布。请解释下，谢谢。
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.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……
