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- 2011-7-11
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- 2016-4-21
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Quick question on this..so if when rearranging the put-call formula around..when the Call is on one side of the equation and on the other is =P+underlying asset-risk asset..we can assume that anything that has a minus sign before it is being shorted.
Just wanted to confirm...thanks for the help. |
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发表于 2011-7-11 19:52
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