Extend the putcall parity relationship of Eq. (13.4) to the case in which the underlying stock share
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Extend the put–call parity relationship of Eq. (13.4) to the case in which the underlying stock share pays dividends, with present value D, between now and the maturity of the two options.
Data From Equation (13.4)
Transcribed Image Text:
= P+SC+Ke(T-t). (13.4)
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Related Book For
An Introduction To Financial Markets A Quantitative Approach
ISBN: 9781118014776
1st Edition
Authors: Paolo Brandimarte
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