w*****n
发帖数: 299 | |
s******r
发帖数: 350 | |
w*****n
发帖数: 299 | 3 能给解释下为什么么
【在 s******r 的大作中提到】
: European and American
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s******r
发帖数: 350 | |
A*******u
发帖数: 66 | 5 蓝线不是American put.
American put应该在某点与payoff function光滑相切。
【在 s******r 的大作中提到】
: European and American
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b*********n
发帖数: 2284 | 6 blue line could be European put. red line is neither.
【在 w*****n 的大作中提到】
: 应该是红线那样还是蓝线？
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w*****e
发帖数: 197 | 7 Blue line is always above the pay off curve, so it can be American.
The red one looks like European, but the intersection point is way
too far from zero. In general, only when VERY deep in the money,
European put might worth less than its intrinsic value.
【在 w*****n 的大作中提到】
: 应该是红线那样还是蓝线？
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d****m
发帖数: 119 | 8 Blue: Put on a stock (no dividend)
Red: Put on a fwd |
