Prove that the so-called European put-call symmetry holds in the generalized Black?Scholes-framework. ( e2b(T=1) S; K |C,(K,

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Prove that the so-called European put-call symmetry

holds in the generalized Black?Scholes-framework.

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A First Course in Quantitative Finance

ISBN: 978-1108419574

1st edition

Authors: Thomas Mazzoni

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Question Posted: Feb 19, 2020 09:27 AM

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Prove that the so-called European put-call symmetry holds in the generalized Black?Scholes-framework. ( e2b(T=1) S; K |C,(K,

Question:

( e2b(T=1) S; K |C,(K, T) = eb(T-1) S, K

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The European putcall parity states that the followi...View the full answer

A First Course in Quantitative Finance

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