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- 2011-5-23
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- 2012-9-12
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Minimum Value of an American Call Option
I understand that the minimum value of an American Put Option is Max (0,X-St)
But was hoping someone could shed some light on that reason that the minimum value of an American Call is Max(0, St - X(1+RFR) ^T-t rather than simply Max (0,St-X) |
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发表于 2011-7-13 16:16
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