r*****t
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thinkme (thinkme) 于 (Wed Feb 7 22:03:20 2007) 提到:
In Black-Schole's formula, the rate of drift of the stock does not
matter. This is rather counter-intuitive. If I'm a client and I
insist that the option should have higher price with higher drifting
rate, how would you explain it to me?
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cuyang (cuyang) 于 (Wed Feb 7 22:20:08 2007) 提到:
risk－neutral
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thinkme (thinkm |
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