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scarface (人生犹如一场电影) 于 (Thu Jul 13 09:55:56 2006) 提到:
suppose the barrier is 70% (knock in put).
在barrier的边上有什么性质?
作为卖家有哪些风险?
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newkids (LD的爱情太难太危险了) 于 (Thu Jul 13 13:17:58 2006) 提到:
as i remember
when approaching maturity T and if the stock price p is close to the stike
price k, very small change of the price will cause a very large amount of long
/short to replicate. practically it is not possible to hedge