问题如下:
Give an example to show that a European call option's price can decrease as its maturity is increased
选项:
解释:
If a big dividend is due to be paid, the holder of the option would like to exercise immediately before the ex-dividend date. A European option that matures just before the ex-dividend date is then likely to be worth more than one that matures after the ex-dividend date.
这个是不是和老师说的六因素里的 (T-t)越长European Call价值越大矛盾了?