What would happen in the options market if the price of an A

What would happen in the options market if the price of an Amrican call were
What would happen in the options market if the price of an Amrican call were less than the value Max (0,) would your answer differ if the option were European .
骨瘦如柴 1年前 已收到2个回答 举报

我是你的猪头 幼苗

共回答了24个问题采纳率:83.3% 举报

我来了,我是前面那个热心网友.ORZ.我看了一下午书了,HIAHIA,我可以解答啦.If the observed price of an American call option is less than its intrinsic value,there is an instant arbitrage opportunity.This arbitrage opportunity can not be exploited in the case of European call options because they can not be exercised prior to the expiration date.对美式看涨期权是存在套利机会的,至于欧式,这种套利机会不能利用,因为在到期日之前不能行权.

1年前

5

提早退休 幼苗

共回答了20个问题采纳率:75% 举报

你漏写了Max(0,S0-X)。。你也是上航运衍生品风险及管理的么。。。。

1年前

1
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