2022-10-31 14:47发布
期权平价公式：C+Ke^(-rT)=P+S。假设标的证券在期权存续期间没有收益，认购-认沽期权平价关系即：认购期权价格与行权价的现值之和等于认沽期权的价格加上标
if C-P+K<F long call short putif C-P+K?F short call long put
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if C-P+K<F long call short put
if C-P+K?F short call long put
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