4723数理金融中等数值题short
Butterfly Repair Or Ceiling 8
题目
For equally spaced strikes 95, 100, 105, calls trade at 14, 12.5, and 10. By how much must the middle call price be reduced to remove the butterfly arbitrage?
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
题目
For equally spaced strikes 95, 100, 105, calls trade at 14, 12.5, and 10. By how much must the middle call price be reduced to remove the butterfly arbitrage?
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