G*******m 发帖数: 16326 | 1 为什么“提前执行美国PUT永远不优化”是错误的结论? |
G*******m 发帖数: 16326 | |
S*********N 发帖数: 6151 | 3
理论上是正确的,为什么实践中有时是错误的?
【在 G*******m 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 因为书呆子害死人了。 : LOL
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G*******m 发帖数: 16326 | 4 你可以举一个例子说明一下,更好。
【在 S*********N 的大作中提到】![](/moin_static193/solenoid/img/up.png) : : 理论上是正确的,为什么实践中有时是错误的?
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S*********N 发帖数: 6151 | 5
点你一下穴而已。
【在 G*******m 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 你可以举一个例子说明一下,更好。
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G*******m 发帖数: 16326 | 6 谢谢。
【在 S*********N 的大作中提到】![](/moin_static193/solenoid/img/up.png) : : 点你一下穴而已。
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G*******m 发帖数: 16326 | 7 你可以教我一着吗?
比如,RUT,可以如何搞法?
期待中。。。。。。
【在 S*********N 的大作中提到】![](/moin_static193/solenoid/img/up.png) : : 点你一下穴而已。
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G*******m 发帖数: 16326 | |
q*******0 发帖数: 184 | 9
Usually it is better to sell the option than execute it since it also
carries time value.
In practice it may not be always the case, since the cost of selling the
option can be higher than time value of the option.
【在 G*******m 的大作中提到】![](/moin_static193/solenoid/img/up.png) : 期待中。。。。。。
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s*******e 发帖数: 432 | 10 If you do not exercise American put the following can happend
There is a possibility that the intrinsic value of the put could be equal or
large than the put option price. When the the intrinsic value is large than
the option price, you can buy the stock ,exercise the option, use the money
you get to buy another same option but with some profit, so you can profit
without risk. Also if you do not excercise,the other party who sold the
option will be able to take some riskless money off the trade. So for
american put, you will exercise the put
For American call, it is different story, since the payoff function is a
convex function, even if you do not exercise, the intrinsic value is always
less than the call value. |