你的问题不是很具体。。。pricing 取决于很多因素,首先是put option or call option should be clear. 还有:strike price, strike date 的不同也关系到pricing. 通常American option should worth at least as much as the European option because it can be exercised at anytime from now to the strike date. Otherwise, if the pricing of the in the money american option is the same as European option, there would be arbitrage opportunities.
抱歉,专业用语用中文我说不好。 |