24. 理論上評價選擇權時,標的資產的隨機過程需滿足哪些性質
(A)馬可夫過程 (Markov process)
(B)平賭 (martingale)
(C)風險中性機率測度 (Risk-neutral probability measure)
(D)以上皆是
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統計: A(1), B(11), C(6), D(33), E(0) #2271451
統計: A(1), B(11), C(6), D(33), E(0) #2271451