The lower bound for an American call optio
题型:单项选择题
问题:
The lower bound for an American call option is:
A.
A. Max (0, S-X). |
B.
B. Max [0, S-X/(1 +RFR)T] |
C.
C. Max [0, X/(1 +RFR)T-S]. |
The lower bound for an American call option is:
A.
A. Max (0, S-X). |
B.
B. Max [0, S-X/(1 +RFR)T] |
C.
C. Max [0, X/(1 +RFR)T-S]. |