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Can I value an american forward with strike K and maturity T as the sum of a bought Call and sold Put, both american with same strike K and maturity T? If not, why?

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  • $\begingroup$ If you bought an American Call you can exercise the call, if you sold an American Put you cannot exercise the Put, it is the other side (the buyer) who exercises. So I think it is not exactly equivalent to having bought an American Forward, where you are in control of exercise. $\endgroup$ – noob2 Apr 13 at 18:38

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