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- Identifier
- fut20554-tbl-0002
- License Type
- Rights Managed
- Rights Holder
- John Wiley & Sons, Inc.
Description Arbitrage Table Establishing the Put–Call Parity Relationship for European Exchange Options Assuming Each Underlying Stocks Pays a Known Discrete Dividend Over the Life of the Option CE0 = A0 − L0...
Article Title: A Closer Look at Barrier Exchange Options
Publication Title: Journal of Futures Markets

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