Give postdocs a career, not empty promises# Biology - 生物学
a*m
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【 以下文字转载自 Quant 讨论区 】
发信人: attm (zhenqi), 信区: Quant
标 题: 关于希腊字母theta,急,在线等!
发信站: BBS 未名空间站 (Thu Dec 24 09:48:33 2009, 美东)
zhou xinfeng的书说(page 155):deep-in-the-money put option with no dividends will have positive theta. That's also the reason why it can be
optimal to exercise a deep in-the-money American put before maturity.
后面一句没明白,既然theta是正的,option会升值,为什么要提前exercise?
发信人: attm (zhenqi), 信区: Quant
标 题: 关于希腊字母theta,急,在线等!
发信站: BBS 未名空间站 (Thu Dec 24 09:48:33 2009, 美东)
zhou xinfeng的书说(page 155):deep-in-the-money put option with no dividends will have positive theta. That's also the reason why it can be
optimal to exercise a deep in-the-money American put before maturity.
后面一句没明白,既然theta是正的,option会升值,为什么要提前exercise?