Question
URGENT please ! When pricing a stock's options via MC options pricing, one assumes that the stock's return returns are ______________ distributed with _______ variance.
URGENT please !
When pricing a stock's options via MC options pricing, one assumes that the stock's return returns are ______________ distributed with _______ variance.
Group of answer choices
normally, non-finite
lognormally, non-finite
normally, constant
lognormally, constant
normally, time-varying
lognormally, time-varying
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Real Estate Finance
Authors: John P. Wiedemer
8th Edition
0324142900, 9780324142907
