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Quant版 - [合集] How to price this option,
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发帖数: 286
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☆─────────────────────────────────────☆
eret (Goldman) 于 (Thu Feb 1 16:56:41 2007) 提到:
A call option that you have rights to buy three stocks A, B, C with certain
strike prices X1, X2 and X3 with some restrictions. The restrictions are, at
time t1, you need to select and claim two options from the three options (
two stocks with their strike prices, say you select A and B). At time t2,
you need to select and claim one option from the selected two (say A). At
time t3, the option expires and
1 (共1页)
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