垂直价差
- 网络Vertical Spread;Vertical price difference
垂直价差-
在假定基本资产到期日的价格服从正态分布的条件下，本文讨论期权垂直价差的投资者获益的概率及其损益函数的数学期望，并导出某些有意义的结果。
In this paper , under assumption of that the price of underlying assets at expiration date obeys a normal distribution , we discuss the probability of option vertical spread investor getting profit and mathematical expectation of its profit function . Some significant results are obtained .