# Tag Info

## New answers tagged quant-trading-strategies

2

the answer for calculating the prices can be found here - see chapter: Black–Scholes valuation ;) The put-call parity in that case is pretty straight forward: $P=Se^{-qT}-C$. Using the results presented on the Wikipedia page in the aforementioned section this can be proved as follows $P=Se^{-qT}-C$ $=Se^{-qT}-Se^{-qT}\Phi(d_1)$ ...

Top 50 recent answers are included