Question: Two Vanilla put options have the same strike K, but different maturity dates T1 < T2. If the interest rate r = 0 between T1
Two Vanilla put options have the same strike K, but different maturity dates T1 < T2. If the interest rate r = 0 between T1 and T2, prove that Pe(t,T1) < Pe(t,T2) at any time t T1.
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