Abstract
Arbitrage considerations alone are sufficient for deriving relations such as the pet-call parity or determining forward prices. Such arguments require only very few assumptions; we need only Assumptions 1, 2, 3, 4, and 5 from Chapter 4 to be satisfied.
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© 2009 Hans-Peter Deutsch
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Deutsch, HP. (2009). Arbitrage. In: Derivatives and Internal Models. Finance and Capital Markets Series. Palgrave Macmillan, London. https://doi.org/10.1057/9780230234758_6
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DOI: https://doi.org/10.1057/9780230234758_6
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-30766-1
Online ISBN: 978-0-230-23475-8
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