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Published in:
2002 | OriginalPaper | Chapter
Arbitrage
Author : Hans-Peter Deutsch
Published in: Derivatives and Internal Models
Publisher: Palgrave Macmillan UK
Included in: Professional Book Archive
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considerations alone are sufficient for deriving relations such as the put-call parity or determining forward prices. Such arguments require only very few assumptions; we need only assumptions 1, 2, 3, 4 and 5 from Section 5 to be satisfied.