14.如果 S1 與 S2 都遵循 geometric Brownian motion,下列敘述何者為真?
(A)Ln(S1+S2) is normally distributed
(B)S1*S2 is lognormally distributed
(C)S1*S2 is normally distributed
(D)S1+S2 is normally distributed
答案:登入後查看
統計: A(7), B(22), C(3), D(1), E(0) #1883764
統計: A(7), B(22), C(3), D(1), E(0) #1883764