If the european put opotion price is less than Max ( Ke rt S , 0 ) , then there is an arbitrage opportunity THe arbitrage strategy is

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If the european put opotion price is less than Max ( Ke ^ - rt - S , 0 ) , then there is an

If the european put opotion price is less than Max

(

^-

-

, 0),

then there is an arbitrage opportunity. THe arbitrage strategy is :

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