2.52
Long Box
Options
Arbitrage
Description
Long Box
Strategy Logic
Strategy 2.52: Bull call spread + Bear put spread = risk-free box.
Parameters
| Parameter | Default Value | Type |
|---|---|---|
| K1 | float | str |
| K2 | float | str |
| T | float | str |
| c1 | float | str |
| c2 | float | str |
| p1 | float | str |
| p2 | float | str |