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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