李同学2019-04-09 21:16:36

10.单选题 收藏 标记 纠错 What is the minimum value for a European put option? A Max(0,S-X) B Max[0,X/(1+RFR)T-S] C Max[0,S-X/(1+RFR)T] 查看解析 上一题 下一题 正确答案B 您的答案A本题平均正确率：81% Factors affect the value of an option 难度：一般 推荐：      答案解析 The lower bound for a European put ranges from zero to the present value of the exercise price less the prevailing stock price, where the exercise price is discounted at the risk-free rate. 问：1.为什么不考虑时间价值？2.折现应该是 T-t吧，当前时间不一定是t=0时刻？