European put values can be derived from the call value and the put-call parity relationship. This technique

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European put values can be derived from the call value and the put-call parity relationship. This technique cannot be applied to American puts for which optimal early exercise is a possibility. p-69

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ISE Investments

ISBN: 9781266085963

13th International Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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Question Posted: Jul 31, 2024 05:01 AM

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European put values can be derived from the call value and the put-call parity relationship. This technique

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ISE Investments

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