对于美式期权来说,看涨期权通常不会选择提前执行,而看跌期权则有可能提前执行,这是为什么?

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冰顶百合   2018-10-16 00:06   3268   0
对于put option有这样一段话:
{ The risk is that the asset's value will appreciate at a rate greater
than the riskless rate
{ Early exercise is attractive if
* The more `in the money' the put is
* The higher is the riskless rate
* The lower the volatility (less likely that the asset price will
recover)
该如何理解?
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