ning2025-11-10 14:53:20
ning老师好，“the appropriate no-arbitrage strategy is to short the overpriced call option and synthetically replicate an offsetting long-call position ”我理解为什么要short the overpriced call option，但为什么还要有一个offsetting long-call position? 请解释如何通过题目所给信息推断出这个no-arbitrage strategy, 并解释为什么这样的strategy可以eliminate the arbitrage profit opportunity。谢谢
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