An investor sells a European call option with strike price of K and maturity T and buys

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An investor sells a European call option with strike price of K and maturity T and buys a put with the same strike price and maturity. Describe the investor's position in terms of payoff and its synthetic equivalence?

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Introduction To Stochastic Finance With Market Examples

ISBN: 9781032288277

2nd Edition

Authors: Nicolas Privault

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Posted Date: May 16, 2024 03:36 AM

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An investor sells a European call option with strike price of K and maturity T and buys

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Introduction To Stochastic Finance With Market Examples

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