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- 注册时间
- 2011-7-11
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- 2014-8-2
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options on futures
hey,
Does anyone know why it is that we use ft(T) when calculating the payoff of the option on a futures contract but we use f0(T) when calculating the lower bound of the options on futures?
Thanks! |
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发表于 2011-7-11 19:57
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