假设标的股价服从不变方差弹性(CEV)模型下,推导出两值期权的定价公式。
Suppose that underlying asset follows Constant Elasticity of Variance model(CEV). We derive pricing formula of binary option.
假设标的股价服从不变方差弹性(CEV)模型下,推导出两值期权的定价公式。
Suppose that underlying asset follows Constant Elasticity of Variance model(CEV). We derive pricing formula of binary option.
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