問題詳情
30. 歐式買權的市價是$3，其 Black-Sholes價是 3.5，有相同執行價與到期日之歐式賣權 Black-Sholes價是$1，則理論上該歐式賣權之市價應該是？
(A)大於 0.5
(B)等於 0.5
(C)小於 0.5
(D)以上皆有可能
(A)大於 0.5
(B)等於 0.5
(C)小於 0.5
(D)以上皆有可能
參考答案
答案：B
難度：計算中-1
書單：沒有書單，新增
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