问题
单项选择题
The minimum value for a European call option is:
A.
A. main [0, S-X/(1 +r)T]. |
B.
B. max [0, (S-X) /(1 +r)T]. |
C.
C. max [0, S-X/(1 +r)T]. |
答案
参考答案:C
解析:
The minimum value of a European call option is max [0, S - X/(1 + r)T].