Serena2024-04-28 22:51:07
老师,您好,这道题目没理解这句话的意思:Basis point volatility under the CIR model increases at a decreasing rate, whereas basis point volatility under the lognormal model increases linearly. Therefore, basis point volatility is an increasing function for both models.
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Michael2024-05-05 23:32:37
你好,basis point volatility在CIR模型中是以一个递减的速度增加(就是增加的速度越来越慢),然而在对数模型中是线性增加(所以增加的速度不变),所以不管怎么说,这两个模型里basis point volatility都是递增的。
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