Abstract
Arbitrage 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.
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© 2004 Hans-Peter Deutsch
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Deutsch, HP. (2004). Arbitrage. In: Derivatives and Internal Models. Finance and Capital Markets Series. Palgrave Macmillan, London. https://doi.org/10.1057/9781403946089_7
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DOI: https://doi.org/10.1057/9781403946089_7
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-51542-4
Online ISBN: 978-1-4039-4608-9
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