b***k
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trenchant (N/A) 于 (Thu Oct 11 23:35:56 2007) 提到:
1 什么导致volatility smile ？ 按照HULL的书解释，是因为 stock movement is not
a strict log-normal distribution. So what causes the stock price does not
move according to a perfect log-normal distribution?
2 if X is N(0,1), how to calculate D(X^2). (D is the variance)
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arjiang (得失随缘，心无增减) 于 (Thu Oct 11 23:41:13 2007) 提到:
interesting, why do you think the stock price should act |
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