Chemist_MZ 发表于 2015-12-16 00:37
So what is your question? You just toss some figures here without telling us which step you don't un ...

xt172 发表于 2015-12-16 08:24
就是计算期权价格的表中期权定价是怎么算出来的。。。

Chemist_MZ 发表于 2015-12-16 10:45
把产品的payoff拆成几个基本的期权，用BS model pricing。然后相加