c****y
发帖数: 3592 | 1 既然N(d2)才是S>strike的概率，为何asset or nothing是S*N(d1)而不是S*N(d2)？ |
z****u
发帖数: 185 | 2 always, always remember in what measure you talk about "概率" |
c****y
发帖数: 3592 | 3 能解释下么？
【在 z****u 的大作中提到】
: always, always remember in what measure you talk about "概率"
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c**********e
发帖数: 2007 | 4 The asset or nothing option price is S*N(d1).
N(d1) is not be probability under risk neutral measure.
It the probability S_T>K after changing measure dWt = dBt-sigma dt.
【在 c****y 的大作中提到】
: 能解释下么？
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G*********o
发帖数: 2045 | 5 under diff measure
【在 c****y 的大作中提到】
: 既然N(d2)才是S>strike的概率，为何asset or nothing是S*N(d1)而不是S*N(d2)？
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