NO.PZ2020021203000111
问题如下：
What is equivalent to a portfolio consisting of an up-and-in put option and an up-and-out put option where the barrier, strike price, and time to maturity are the same for the two options?
解释：
The portfolio is equivalent to a plain vanilla put option. If the barrier is hit, the up-and-in option provides the plain vanilla option payoff and the up-and-out option provides no payoff. If the barrier is not hit, the up-and-out option provides the plain vanilla option payoff and the up-and-in option provides no payoff.
老师好，障碍期权的如果是触碰障碍就out的话，当out时是不是即使期权没到期也强制结束，就是说必须选择行权或者不行权？
