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- UID
- 223265
- 帖子
- 251
- 主题
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- 注册时间
- 2011-7-11
- 最后登录
- 2016-4-21
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| just know that for pricing the option price using one-period binomial tree on the 60-day call, the denominator use one year rate 3% not 3%*60/365? so no matter how long the period, we need to use the one year rate? is that right? |
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发表于 2013-4-22 05:54
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