The option side of put-call parity has been explored by prior studies but its algebraic side has not been illustrated before. This article converts put-call parity parameters into algebraic ones in order to derive transformed arbitrage-free formula. Interestingly, inverse Laplace transform and put-call parity are similar in the sense that parameters of both formulae are at least zero. The results illustrated that transformed arbitrage-free formula is discrete in nature.
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