3957金融与交易中等derivationmedium
Rebated Down-and-Out Put I
题目
A rebated down-and-out put i pays a rebate of 1.5 at expiry if the barrier event occurs; otherwise it pays the usual vanilla payoff. The monitored path is 80, 76, 72, 75, the barrier is 70, and the strike is 78. What is the payoff?
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
你的答案