We find that the prices of barrier options for the CEV process deviate significantly from those for lognormal process. For standard options, the corresponding differences between the CEV and Black Scholes models are relatively small.

 
  • 就標準期權而言 ;CEV與 Black- Scholes模型之間的相關(guān)量相對較小 .
今日熱詞
目錄 附錄 查詞歷史
国内精品美女A∨在线播放xuan