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Put-call parity
...
Mathematics
Area of mathematics
Mathematical optimization
Mathematical finance
Fundamental theorem of asset pricing
European call option
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For European calls and puts with the same maturity and strike,
C
0
−
P
0
=
S
0
−
(
1
+
r
)
−
N
K
.
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European call option
Fundamental theorem of asset pricing
Mathematical finance
Mathematical optimization
Area of mathematics
Mathematics
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