Exercise 9.7.1 Prove that an American call fetches the same price as an American put after swapping

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Exercise 9.7.1 Prove that an American call fetches the same price as an American put after swapping the current stock price with the strike price and the riskless rate with the continuous dividend yield.

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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 9.7.1 Prove that an American call fetches the same price as an American put after swapping the current stock price with the strike price and the riskless rate with the continuous dividend...
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Exercise 9.7.1 Prove that an American call fetches the same price as an American put after swapping

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Financial Engineering And Computation Principles Mathematics Algorithms

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