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sunny059 · 2018年02月09日

问一道题:NO.PZ2016062402000034

问题如下图:

    

选项:

A.

B.

C.

D.

解释:


看不懂题目和答案啊好郁闷


1 个答案

源_品职助教 · 2018年02月10日

首先,A,C,D的说法都是正确的,你可以当做结论记忆。

B说法不对,因为蒙特卡洛模拟可以估计期权的价值,但是期权的收益并非是线性的,而是间断跳跃的。

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