NO.PZ2020021203000066
问题如下:
Give an example to show that the price of a European put option can decrease as its maturity increases.
解释:
An example would be a deep-in-the-money European put option that is (almost) certain to be exercised. The shorter the maturity of the option, the earlier the strike price is received, and the greater the value of the option.
实值期权的为什么到期日越短,价格越高