作业帮 > 英语 > 作业

What would happen in the options market if the price of an A

来源:学生作业帮 编辑:拍题作业网作业帮 分类:英语作业 时间:2024/05/02 04:23:37
What would happen in the options market if the price of an Amrican call were
What would happen in the options market if the price of an Amrican call were less than the value Max (0,) would your answer differ if the option were European .
我来了,我是前面那个热心网友.ORZ.我看了一下午书了,HIAHIA,我可以解答啦.If the observed price of an American call option is less than its intrinsic value,there is an instant arbitrage opportunity.This arbitrage opportunity can not be exploited in the case of European call options because they can not be exercised prior to the expiration date.对美式看涨期权是存在套利机会的,至于欧式,这种套利机会不能利用,因为在到期日之前不能行权.