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timur (timur) 于 (Fri Oct 24 23:25:16 2008) 提到:
A portfolio is composed of a long binary call option with K=10 and a short
binary call option with K=20. The value of the portfolio is 16. Then what is
the value of the K=10 binary call?
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Jadeson (Jadeson) 于 (Sat Oct 25 00:00:28 2008) 提到:
我觉得求不出来，需要更多条件。
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timur (timur) 于 (Sat Oct 25 00:06:16 2008) 提到:
If we assume the
