NO.PZ2024021803000043
问题如下:
In a one-period binomial model, which option would have the highest payoff?
选项:
A.A put option if the underlying increases in value.
B.A put option if the underlying decreases in value.
C.A call option if the underlying decreases in value.
解释:
Within the context of a one-period binomial model, a put option's value increases as the underlying asset's price decreases, which would result in the largest payoff following a down move. 使用单期二项式模型,在标的资产价格下降的情况下,看跌期权的价值增加这道题用二叉树知识点怎么做?