Question: (UJ ) - - , WILII Constants U+ U, H U . 10 marks 3. Consider the standard up-and-in call and up-and-in put barrier options

(UJ ) - - , WILII Constants U+ U, H U

(UJ ) - - , WILII Constants U+ U, H U . 10 marks 3. Consider the standard up-and-in call and up-and-in put barrier options with common strike K>0 and barrier level B > 0. Obtain a put-call parity relation between the pricing functions, CUT, S, K; B) and pul(T,S.K;B), for these two barrier options, where T > 0 is the time- to-maturity. (UJ ) - - , WILII Constants U+ U, H U . 10 marks 3. Consider the standard up-and-in call and up-and-in put barrier options with common strike K>0 and barrier level B > 0. Obtain a put-call parity relation between the pricing functions, CUT, S, K; B) and pul(T,S.K;B), for these two barrier options, where T > 0 is the time- to-maturity

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