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Quant版 - early exercise of Ame call on non-dividend stock never optimal
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问题:why is it never optimal to early exercise the call when it is equivalent to a put?关于american option的一个问题
关于希腊字母theta,急,在线等!请教一个coupon bond pricing的问题
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[合集] 苦闷, portfolio optimization 问题求助请问American put option price和interest rate的关系
[合集] 苦闷, portfolio optimization 问题求助[合集] 问一个 Black - Scholes Formula的问题
Recommendation needed: optimize trading strategy关于option的一个问题 (转载)
Portfolio Optimization SpecialistSolutions to some of the exercies in Shreve's book
相关话题的讨论汇总
话题: ame话题: optimal话题: exercise
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i*****l
发帖数: 50
1
如何证明呢?
c****o
发帖数: 1280
2
put-call parity

【在 i*****l 的大作中提到】
: 如何证明呢?
1 (共1页)
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Solutions to some of the exercies in Shreve's book[合集] 苦闷, portfolio optimization 问题求助
问一个 theta的问题[合集] 苦闷, portfolio optimization 问题求助
Qestion: least squre monte carlo simulationRecommendation needed: optimize trading strategy
Credit Suisse GMAG Quant Summer Institute intern in London, 各位给点建议吧Portfolio Optimization Specialist
问题:why is it never optimal to early exercise the call when it is equivalent to a put?关于american option的一个问题
关于希腊字母theta,急,在线等!请教一个coupon bond pricing的问题
Brain teaser questionGoldman Sachs FX Quant interview question
苦闷, portfolio optimization 问题求助请问一下associate programme的面试方式
相关话题的讨论汇总
话题: ame话题: optimal话题: exercise