q****x
发帖数: 7404 | 1 如果股票突然分红。买call人可以提前行权，卖call的人也不亏，最多就是送出股票。
买put的人可以在分红后马上行权套利，卖put的人怎么对冲这个风险呢？ | z****g
发帖数: 1978 | 2 there is no way to hedge the dividend risk. Even if you buy call sell put,
and sell stock, you are still subject to dividend risk. | x********9
发帖数: 31 | 3 You may want to model that as a jump in your underlying process. And you
have an incomplete market in the situation you describe.... so there is no
way to hedge a.s. |
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