Abstract
considerations alone are sufficient for deriving relations such as the put-call parity or determining forward prices. Such arguments require only very few assumptions; we need only assumptions 1, 2, 3, 4 and 5 from Section 5 to be satisfied.
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© 2002 Hans-Peter Deutsch
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Deutsch, HP. (2002). Arbitrage. In: Derivatives and Internal Models. Finance and Capital Markets Series. Palgrave Macmillan, London. https://doi.org/10.1057/9780230502109_7
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DOI: https://doi.org/10.1057/9780230502109_7
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-42999-8
Online ISBN: 978-0-230-50210-9
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