The Relationship between Put and Call Option Prices
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 24 (1969)
Issue (Month): 5 (December)
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- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2012. "Put-Call Parity and Market Frictions," Working Papers 447, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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- Deville, Laurent & Riva, Fabrice, 2004. "The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach," Economics Papers from University Paris Dauphine 123456789/2200, Paris Dauphine University.
- K. Sandmann & Sandmann, K., 1995. "The Direct Approach to Debt Option Pricing," Discussion Paper Serie B 212, University of Bonn, Germany.
- Brunetti, Marianna & Torricelli, Costanza, 2005. "Put-call parity and cross-markets efficiency in the index options markets: evidence from the Italian market," International Review of Financial Analysis, Elsevier, vol. 14(5), pages 508-532.
- Hans Stoll in Wikipedia (English)
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