和棋 · 2020年09月08日
问题如下：
In the Black-Scholes expression for a European call option, the term used to compute option probability of exercise is
选项：
B.
C.
D. 解释： ANSWER: D This is the term multiplying the present value of the strike price, by Equation: Risk-Neutral Probability of Exercise
为什么 N(d2)是行权概率
NO.PZ2016082402000039 In the Black-Scholes expression for a Europecall option, the term useto compute option probability of exercise is 1 2 N()N{(1)}N() N()N{(2)}N() ANSWER: This is the term multiplying the present value of the strike price, Equation: Risk-NeutrProbability of Exercise =∫K∞f(s)=N()=\int_K^\infty{f(s)}=N{(2)}=∫K∞f(s)=N() 对于Call来说，N（）是lta，N（）是prob for exercise 那对于put来说，是不是N（-）是lta，N（-）是profor exercise？
N（）是执行概率，N（）呢？
N（）是什么？
