Flashcards on Comparing Options, created by spgiusti on 11/02/2015.
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Created by spgiusti
about 11 years ago
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Close
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Created by spgiusti
about 11 years ago
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Bounds for a Call
Bounds for a Put
American Call: Non-dividend paying stock
Early exercise for Non-dividend Stock
Early Exercise for Discrete Dividend Stock
Early exercise on American Put
Call order
(K1< K2< K3)
Difference in calls
(No arbitrage)
No arbitrage, calls
Put order
(K1<K2<K3)
Difference in Puts
(No arbitrage)
No arbitrage, Puts
(K1 < K2 < K3)
