爱考云 - 搜题找答案神器_海量试题解析在线查

爱考云, 搜题, 找答案, 题目解析, 考试答案, 在线搜题, 学习助手, 试题库

A call option where early exercise is re...

- 发布于 ccpaxin-shui-shi 来自

题目

A call option where early exercise is restricted to certain dates is an example of a(n):

选项

A.lookback option.

B.Bermudan option.

C.chooser option.

D.Asian option.

答案

B

解析

A Bermudan option is an option in which early exercise is restricted to certain dates.百慕大期权(Bermudan option)。提前执行限定在某些特殊的时间,比如约定期权只能够在每个月15号,确定到底要不要提前行权。