Questions LLC
Login
or
Sign Up
Ask a New Question
Black-Scholes-Merton Model
Questions (1)
Consider the Black-Scholes-Merton model for two stocks:
dS1(t)=0.1S1(t)dt+0.2S1(t)dW1(t) dS2(t)=0.05S2(t)dt+0.1S2(t)dW2(t)
3 answers
asked by
RVE
904 views
Subcategories (1)
Dynamics of the Ratio S1/S2
Parent Categories (1)
Financial Mathematics
