栽钟杏又奄×又延凶杏谢棕棕谟剌-Ricam.PDFVIP

 • • • T K • max(0, ST − K ) = (ST − K )+ • t Model E T ((S − K ) |F ) = Call (T, K ) Q T + t t QT • S ≈ 30 Ti Ki CallModel (T , K ) = CallMarket (T , K ), ∀i. 0 i i 0 i i