John Hull - If each of your time steps is one week long, you are not modeling the stock price terrib...

John Hull Zitate

If each of your time steps is one week long, you are not modeling the stock price terribly well over a one-week time period, because you are saying that there are only two possible outcomes.

John Hull

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Deutsche Übersetzung

Wenn jeder Ihrer Zeitschritte eine Woche lang ist, modellieren Sie den Aktienkurs nicht sehr gut über einen Zeitraum von einer Woche, da Sie sagen, dass es nur zwei mögliche Ergebnisse gibt.

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