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- UID
- 223444
- 帖子
- 358
- 主题
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- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-6
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ohai Wrote:
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> It's C. If there is no arbitrage, vega for the
> same strike must be equivalent. So, C has zero
> vega.
How do you know there is no arbitrage based off of what is given in the question? |
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发表于 2011-7-11 20:02
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