楼主: cacaoviv
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[学科前沿] 关于平值期权 |
初中生 95%
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回帖推荐Chemist_MZ 发表于3楼 查看完整内容 Intuitively , at the money option has the largest uncertainty, so that it has more time value.
Mathematically,you can consider the problem like this:
taking Call option as an example,
1. C is an nondecreasing function of S so that C(K-e)
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