This is a Finmath question.Problem $3$

There exist a bank account $B_t=e^{rt}$ and a non$-$dividend$-$paying stock $S.$ For $($a$)$ we impose no

model on the $S$ dynamics.

$($a$)$ State put$-$call parity for the time$-t$ prices of a call and put on $S,$ where the call and put have

the same strike $K$ and same expiry $T.($In class we had $t=0$; now we have general $tSKTK{e}^{-r(T-t)}N(-d_2)-S_{t}N(-d_1)N(x)+N(-x)ttt$ This