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MR1968717 91B28 (60G40 60J65)
Peskir, G.; Shiryaev, A. N. A note on the call-put parity and a call-put duality. Teor. Veroyatnost. i Primenen. 46 (2001), no. 1, 181--183; reprinted in Theory Probab. Appl. 46 (2002), no. 1, 167–170
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