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the most frequent nontrivial example of no-arbitrage bounds is put-call parity for option prices.In financial mathematics,without specifying any sort of Distribution on any of the asset returns involved.Lack of arbitrage explains some rather obvious questions in option pricing,No-arbitrage bounds are mathematical relationships specifying simple limits on derivative prices. Normally,such that the value of a call option will never rise above the underlying stock price itself. However,these are found by simple arguments based on the payouts of the security in question,