如何理解barrier options的特性path-dependent?
讲义上讲the value of the option at any time depend on not only the underlying at the point, but also the path of the underlying.
那么如何计算任一点的期权价值(肯定不是ST-K,或K-ST与0取最大)
已回答
如何理解barrier options的特性path-dependent?
讲义上讲the value of the option at any time depend on not only the underlying at the point, but also the path of the underlying.
那么如何计算任一点的期权价值(肯定不是ST-K,或K-ST与0取最大)