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Jadeson (Grothendick ) 于 (Tue Apr 3 01:10:08 2007) 提到:
X:Underlying
F:Floor
C:Cap
Payoff: 1/min(max(X,F),C)
如何定价？
谢谢。
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tribeca (Cointegration) 于 (Tue Apr 3 01:11:42 2007) 提到:
co-ask
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cuckoos (cuckoo) 于 (Tue Apr 3 17:10:03 2007) 提到:
Remember doing this one before.
x
F
F
Should be straightforward to work out using marti |
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