All Questions
1 question
0
votes
1
answer
101
views
Finding circumstances for price of call = price of put
Here is a problem in Hull's book and the given solution:
My approach was to compute the profit $\pi = \pi_{SP} + \pi_{LC}$ (short put, long call).
One can show that $\pi = \pi_{SP} + \pi_{LC} = S_T -...