We consider an European call (denoted C) and a European put (denoted P) with the same underlying asset S, the same maturity T and the same strike K. We denote by B(t,T) the time-t price of a zero-coupon bond with T. Give the call-put parity relation when the underlying asset pays dividends \[ d_1, ..., d_p\[ at dates t_1, ..., t_p such that t < t_1 < ...<t_p <T
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