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Show that, for f < r , C ( se -ft , t , K ,, r )= e -ft C ( s , t
Show that, for f < r,
C(se-ft,t,K,,r)=e-ftC(s,t,K,,r f ).
where C(s, t, K, , r) is the BlackScholes formula.
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Financial Markets And Institutions
Authors: Jeff Madura
9th Edition
1439038848, 978-1439038840
