Deduce the following put-call parity relation between the prices of European fixed strike Asian call and put
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Deduce the following put-call parity relation between the prices of European fixed strike Asian call and put options under continuously monitored geometric averaging
![c(S, G, t) - p(S, G, t) -r(T-1) G/T S(T-1)/T exp(T = { = ' exp((7 - 1) [ /1 ( 77 ) 6 T - + - - - 9 = = 1]](https://dsd5zvtm8ll6.cloudfront.net/images/question_images/1700/4/8/9/159655b67c72e1031700489154799.jpg)
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The putcall parity for European options establishes a relationship between the prices of a call opti...View the full answer
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