A digital k t call option gives its holder 1 at expiration
A digital (k, t) call option gives its holder 1 at expiration time t if s(t)>=k or 0 if s(t)=k. Let C1 be the cost of the call. Let C2 be the cost of the put. Derive the put-call parity formula.
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a digital k t call option gives its holder 1 at expiration time t if stgtk or 0 if stltk a digital k t put option gives
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