El precio al tiempo de una opcin europea tipo call lo obtuvimos al calcular la esperanza:...
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El precio al tiempo de una opcin europea tipo call lo obtuvimos al calcular la esperanza: - C = er(T-t) E [(ST K)*| Fi] . (8) Ejercicio 7. Encuentra la frmula de valuacin de una opcin europea tipo Put. El precio al tiempo de una opcin europea tipo call lo obtuvimos al calcular la esperanza: - C = er(T-t) E [(ST K)*| Fi] . (8) Ejercicio 7. Encuentra la frmula de valuacin de una opcin europea tipo Put.
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