实值期权
- 网络In the money;in-the-money;In-the-Money Option;in the money option
实值期权-
但事实上波动率是随着执行价格的变化而变化，尤其是对于那些深度实值期权和虚值期权，这就是我们经常观察到的波动率微笑现象。
But in fact , volatility changes as exercise price , especially for the deep in-the-money and out-the-money options , which is the observed phenomenon of " volatility smile " .
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实值期权理论在信用风险评估中的应用
Application of the Theory of Real Value Option in the Assessment of Credit Risk