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Chapter 6 - Question 10 Derive the put-call parity result for the forward/futures price in the form C - P = (F - E)e -r(T
Chapter 6 - Question 10
Derive the put-call parity result for the forward/futures price in the form
C - P = (F - E)e-r(T - t)
What is the corresponding version when the asset pays a constant continuous dividend yield?
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