How can you adjust put call parity for known dividends on a single known date?
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How can you adjust put– call parity for known dividends on a single known date?
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When considering European options the answer is c p ...View the full answer
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Related Book For
An Introduction to Derivative Securities Financial Markets and Risk Management
ISBN: 978-0393913071
1st edition
Authors: Robert A. Jarrow, Arkadev Chatterjee
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