Question
The put-call parity model as we learned in this course has the following characteristic: It is applicable only to American options It can provide the
The put-call parity model as we learned in this course has the following characteristic:
It is applicable only to American options
It can provide the value of the put without needing a call value
It relies on arbitrage arguments
It does not need estimates of the risk-free rate of return
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Investment Analysis And Portfolio Management
Authors: Frank K. Reilly, Peggy L. Hedges, Philip Chang, Keith C. Brown, Hedges Reilly Brown
1st Canadian Edition
0176500693, 978-0176500696
