問題詳情

11. (5%) Suppose that a random variable S follows a lognormal distribution and itsprobability density function is
  

where μ and σrepresent the mean and standard deviation of the lognormaldistribution, respectively. Define N(d) as the cumulative probability of thestandard normal distribution from -∞ to a constant d. What is the expectedvalue of S conditional on S≥ K, where K is a nonnegative constant?
(A)


(B)


(C)


(D) None of the above

參考答案

答案：[無官方正解]
難度：計算中-1
書單：沒有書單，新增