hull 那本书太多人看,一直在图书馆被人预订着。所以一直没看hull的书。
最近看了下电子版,里面说了:第六版 220页:
call-put parity does not hold for American options. However, it's possible to use arbitrage arguments to obtain upper and lower bounders for the difference between the price of an amer call and the price an amer put.
照这句话读来也不叫平价公式了,顶多是美式期权的一个性质。