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Jeff Liang
@JeffLia12309881
Joined June 2020
0 Following    0 Followers
Jeff Liang@JeffLia12309881
2026.06.20 09:21
提问：BS Gamma=0，BS Theta=500，一个session结束，设定年化波动率40%，1年365天交易，收到的Carry是否为500？为什么？
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