Question: Using the explicit solutions for the European call and put options, check that put-call parity holds. Then, use put-call parity to find the relationships between

Using the explicit solutions for the European call and put options, check that put-call parity holds. Then, use put-call parity to find the relationships between the deltas, gammas, and vegas of European call and put options. Finally, Write down the pseudocode for getting delta and for getting gamma.

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