谁知道欧式期权和美式期权名称的由来？

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为什么叫欧式和美式？

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关键词：美式期权 欧式期权

一个最开始在美国发行，一个在欧洲，后来才全球推广的

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yuntian_wu 发表于 2010-5-24 12:35
一个最开始在美国发行，一个在欧洲，后来才全球推广的

How did you get your answer?

Here is mine:
"Where do the names American-style and European-style come from? I once went to a St. Patrick's Day seminar given by Nobel Prize winner Paul Samuelson at MIT (he wrote bright green socks) during which he said that he had carefully chosen the names European and American back in the 1960s. As a US immigrant from Europe, he wanted to take a swipe at snobby European economists who thought themselves more sophisticated than their American counterparts, so he named the more sophisticated exercise style American and the less sophisticated one European."


----- From 'Basic Black-Scholes: Option Pricing and Trading' by Timothy Falcon Crack, page 3, foot-note 5.