Use the BlackScholes model for pricing a call, putcall parity, and the previous question to show that
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Use the Black–Scholes model for pricing a call, put–call parity, and the previous question to show that the Black–Scholes model for directly pricing a put can be written as follows:
P = E × e−Rt × N(−d2) − S × N(−d1)
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Related Book For
Corporate Finance
ISBN: 978-0077861759
10th edition
Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe
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