Titlebook: Asset Pricing; -Discrete Time Appro Takeaki Kariya,Regina Y. Liu Book 2003 Springer Science+Business Media New York 2003 Arbitrage.Asset Pr

只看該作者 · 發(fā)表于 2025-3-30 11:21:50

Stock Option Theory and Its Applications,ollows; . The corresponding value of a European put in (1.2) is given via the Put-Call Parity in Chapter 2. Since these formulas do not depend explicitly on ., . and ., they are also valid in the case of continuous time.

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