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Can you calculate the current stock price with the Call-Put Parity

Given the Call-Put Parity: $$ C - Ee^{-rT} = P - S(0) $$ Where: $$ C = Max(S(T) - E, 0)\\ P = Max(E - S(T), 0)\\ E = Strike Price \\ S(0) = Spot Price \\ S(T) = PriceAtMaturity \\ r = RiskFreeRate \\ ...
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SAS code for Brownian Motion

I want to simulate call options using monte carlo algorithm. I am a noob SAS user but i know that i need to: -simulate random stock prices with no dividend in respect to different parameters(...