来自：FRM > 一级 > 电脑版 > Unit 11.期权 2021-09-09 11:13
The net profit of the call option with strike price of 30: Max(0,43-30)-3 = 10 The net profit of the call option with strike price of 40: -Max(0,43-40)+1.5 = -1.5 The total net profit: 10-1.5 = 8.5 都是call option 为什么算法不同？一个是正的max 一个是负的max
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Lorien
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