Relate put-call parity to a boundary condition for the minimum call price and know the implications of

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Relate put-call parity to a boundary condition for the minimum call price and know the implications of this boundary condition for pricing American call options and determining when they should be exercised.

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Financial Markets And Corporate Strategy

ISBN: 9780077119027

1st Edition

Authors: David Hillier, Mark Grinblatt, Sheridan Titman

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