Use put-call parity to show that a European put and a European call with the same strike

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Use put-call parity to show that a European put and a European call with the same strike and time to maturity have the same gamma.

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Asset Pricing And Portfolio Choice Theory

ISBN: 9780190241148

2nd Edition

Authors: Kerry E. Back

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Question Posted: Jul 24, 2024 10:02 AM

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Use put-call parity to show that a European put and a European call with the same strike

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Asset Pricing And Portfolio Choice Theory

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