問題詳情
1.就選擇權的評價而言，當股價過程服從幾何布朗運動時，也就表示股價的報酬率服從下列哪種機率分配？
(A)Normal Distribution
(B)Lognormal Distribution
(C)Binomial Normal Distribution
(D)Generalized Error Distribution
(A)Normal Distribution
(B)Lognormal Distribution
(C)Binomial Normal Distribution
(D)Generalized Error Distribution
參考答案
答案：A
難度：計算中-1
書單：沒有書單，新增
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