查看会员资料
用 户 名:smar****
发送消息- Email:用户隐藏
- Icq/MSN:
- 电话号码:
- Homepage:
- 会员简介:
最新会员发布资源
PLAIN-VANILLA-OPTIONS-EUROPEAN-PUT-AND-CALL
- We assume that the asset S(t) follows the stochastic differential equation (Geometric Brownian Motion) we have studied in Chapter 8 under the risk-neutral probability: dS(t) = r S(t)dt + σ S(t)d 4W(t), where 4W is the Brownian motion under the risk