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Emma助教
2024-06-18 14:46
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同學(xué)你好,Option value=option premuim = intrinsic value + time value ,其中Intrinsic Value=Exercise Value:在t=0時刻,對于long call 來說,Exercise value of call option為??????[0,??0???/(1+r)^??] 文中說了X=FP=S0(1+r)^T ,所以上式=??????[0,??0?S0] =0,
則option premuim=time value。同理可推出,對于put 來說,其option premuim=time value.
??荚図樌ㄟ^
