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冰顶百合
冰顶百合

2018-10-16

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?

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

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冰顶百合
冰顶百合

2018-09-26

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?

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

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