S Scibus New member Joined Dec 3, 2014 Messages 0 Reaction score 0 May 29, 2015 #1 In the solution to the Derivatives - Midway case, shouldn’t the PV of dividends be included in calcuclating the call price with Put-Call-Parity??
In the solution to the Derivatives - Midway case, shouldn’t the PV of dividends be included in calcuclating the call price with Put-Call-Parity??