Exercise 15.3.9 (PutCall Parity) Prove that V(S2, S1, t)V(S1, S2, t)+ S2 = S1.

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Exercise 15.3.9 (Put–Call Parity) Prove that V(S2, S1, t)−V(S1, S2, t)+ S2 = S1.

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Financial Engineering And Computation Principles Mathematics Algorithms

ISBN: 9780521781718

1st Edition

Authors: Yuh-Dauh Lyuu

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Question Posted: Oct 26, 2024 12:00 PM

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Exercise 15.3.9 (PutCall Parity) Prove that V(S2, S1, t)V(S1, S2, t)+ S2 = S1.
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Exercise 15.3.9 (PutCall Parity) Prove that V(S2, S1, t)V(S1, S2, t)+ S2 = S1.

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Financial Engineering And Computation Principles Mathematics Algorithms

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