标题: Current credit risk of American/Euro option [打印本页] 作者: DarienHacker 时间: 2011-7-13 13:26 标题: Current credit risk of American/Euro option
Is the current credit risk of an American option the amount that the option is in the money? And, European options only have potential credit risk, but no current credit risk?作者: thommo77 时间: 2011-7-13 13:26
I think you're right.
European Option may have current credit risk only at option expiration date.
