The Relationship Between Put and Call Option Prices: Comment
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 28 (1973)
Issue (Month): 1 (March)
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- Rafiqul Bhuyan, 2002. "Information, Alternative Markets, and Security Price Processes: A Survey of Literature," Finance 0211002, EconWPA.
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- 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.
- Giuseppe Pennisi & Pasquale L. Scandizzo, 2006. "Economic Evaluation in the age of Uncertainty," CEIS Research Paper 86, Tor Vergata University, CEIS.
- Riva, Fabrice & Deville, Laurent, 2006. "The Determinants of the Time to Efficiency in Options Markets : A Survival Analysis Approach," Economics Papers from University Paris Dauphine 123456789/2397, Paris Dauphine University.
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