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put-call parity


\begin{displaymath} v(x,K,T,t,\sigma,r_d,r_f,+1)-v(x,K,T,t,\sigma,r_d,r_f,-1)=xe^{-r_f\tau}-Ke^{-r_d\tau} \end{displaymath} (25)



2000-06-11
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