期權(quán) 期貨以及其他衍生品-全文預(yù)覽
【正文】 n C. Hull Early Exercise ? Usually there is some chance that an American option will be exercised early ? An exception is an American call on a nondividend paying stock ? This should never be exercised early Options, Futures, and Other Derivatives, 5th edition 169。 No Dividends (Equation , page 174) p ? KerT–S0 Options, Futures, and Other Derivatives, 5th edition 169。 2021 by John C. Hull Lower Bound for European Call Option Prices。 2021 by John C. Hull Notation ? c : European call option price ? p : European put option price ? S0 : Stock price today ? K : Strike price ? T : Life of option ? ?: Volatility of stock price ? C : American Call option price ? P : American Put option price ? ST :Stock price at option maturity ? D : Present value of dividends during option’s life ? r : Riskfree rate for maturity T w
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