问题如下:
At expiration, American call options are worth:
选项:
A.less than European call options.
B.the same as European call options.
C.more than European call options.
解释:
B is correct.
At expiration, the values of American and European call options are effectively the same; both are worth the greater of zero and the exercise value.
美式不是也有可能比欧式更贵吗?为啥到期时就相等了呢?