In the problem the trigger price for the gap option is 60
But in the solution the trigger price is sqrt(60).
I am confident that this is a typo. I just need confirmation that it is .
But in the solution the trigger price is sqrt(60).
I am confident that this is a typo. I just need confirmation that it is .
ASM practice exam 8, problem 23
0 commentaires:
Enregistrer un commentaire