Show that for a European call or put on a non-dividend-paying stock = N' (d1) SoT SN'

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Show that for a European call or put on a non-dividend-paying stock

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Investment Science

ISBN: 9780199740086

2nd Edition

Authors: David G. Luenberger

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Question Posted: Apr 20, 2024 12:00 PM

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Show that for a European call or put on a non-dividend-paying stock = N' (d1) SoT SN'

Question:

= N' (d1) SoT SN' (d) -Ke-T N(d2). 2T

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Investment Science

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