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Using the Black-Scholes Merton formula for a Call and the put-call parity proof that the price of the European put counterpart is given by: p(S,0;K,r,)=KerT(d2)S0(d1)
Using the Black-Scholes Merton formula for a Call and the put-call parity proof that the price of the European put counterpart is given by: p(S,0;K,r,)=KerT(d2)S0(d1)
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