悬赏 1 个论坛币 未解决
书中有这样一段话 。consider a stock with current price S that will, over the next period ,either increase in value by 1% or decrease in value by 1%(the only two possible outcomes ) . the up factor (U) is 1.01 , and the down-move factor (D) is 1/1.01
down factor 不是应该是 current price* (99/100) 吗? 新人论坛币不多,望见谅!谢谢!