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ir7
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Note that:

$$ \lim_{S\rightarrow \infty} C(t,S) =S-K{\rm e}^{-r(T-t)} $$

for all $t$.

Basically because one can easily accept

$$ \lim_{S\rightarrow \infty} P(t,S) =0 $$

and one still expects the put-call parity to hold:

$$ \lim_{S\rightarrow \infty} C(t,S) - \lim_{S\rightarrow \infty} P(t,S) =S-K{\rm e}^{-r(T-t)} $$

ir7
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