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The Relationship Between Put and Call Option Prices: Comment

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  • Merton, Robert C

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Bibliographic Info

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

Volume (Year): 28 (1973)
Issue (Month): 1 (March)
Pages: 183-84

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Handle: RePEc:bla:jfinan:v:28:y:1973:i:1:p:183-84

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Cited by:
  1. Engstrom, Malin & Norden, Lars, 2000. "The early exercise premium in American put option prices," Journal of Multinational Financial Management, Elsevier, vol. 10(3-4), pages 461-479, December.
  2. Riva, Fabrice & Deville, Laurent, 2005. "The Determinants of the Time to Efficiency in Options Markets : A Survival Analysis Approach," Economics Papers from University Paris Dauphine 123456789/2400, Paris Dauphine University.
  3. Rafiqul Bhuyan, 2002. "Information, Alternative Markets, and Security Price Processes: A Survey of Literature," Finance 0211002, EconWPA.
  4. Giuseppe Pennisi & Pasquale L. Scandizzo, 2006. "Economic Evaluation in the age of Uncertainty," CEIS Research Paper 86, Tor Vergata University, CEIS.
  5. Skinner, Frank S. & Townend, Timothy G., 2002. "An empirical analysis of credit default swaps," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 297-309.
  6. Warren, Alvin Jr, 2004. "US income taxation of new financial products," Journal of Public Economics, Elsevier, vol. 88(5), pages 899-923, April.
  7. 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.
  8. Blomeyer, Edward C. & Boyd, James C., 1995. "Efficiency tests of options on Treasury bond futures contracts at the Chicago Board of Trade," International Review of Financial Analysis, Elsevier, vol. 4(2-3), pages 169-181.

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