Thus the prepaid forward price of the option at time t is equal to its prepaid forward at time t'
This comes from the Mahler manual.
I don't see how that is true, even if an option pays no dividends.
This comes from the Mahler manual.
I don't see how that is true, even if an option pays no dividends.
Prepaid forward price at time t vs time t', where t'>t
0 commentaires:
Enregistrer un commentaire