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The Relationship between Put and Call Option Prices

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  • Stoll, Hans R

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Bibliographic Info

Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 24 (1969)
Issue (Month): 5 (December)
Pages: 801-24
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Handle: RePEc:bla:jfinan:v:24:y:1969:i:5:p:801-24

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For corrections or technical questions regarding this item, or to correct its listing, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).

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Cited by:
  1. Laurent Deville & Fabrice Riva, 2007. "Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach," Review of Finance, Oxford University Press for European Finance Association, vol. 11(3), pages 497-525.
  2. Deville, Laurent & Riva, Fabrice, . "The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/2200, Université Paris-Dauphine.
  3. Kleopatra Nikolaou & Lucio Sarno, 2005. "New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market," Money Macro and Finance (MMF) Research Group Conference 2005 77, Money Macro and Finance Research Group.
  4. K. Sandmann & Sandmann, K., 1995. "The Direct Approach to Debt Option Pricing," Discussion Paper Serie B 212, University of Bonn, Germany.
  5. Vesa Puttonen, 1992. "On the behaviour of the Finnish stock index options markets," Finnish Economic Papers, Finnish Economic Association, vol. 5(2), pages 117-128, Autumn.

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  1. Hans Stoll in Wikipedia (English)

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