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The Relationship Between Put and Call Option Prices: Reply

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  • Stoll, Hans R

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  • Stoll, Hans R, 1973. "The Relationship Between Put and Call Option Prices: Reply," Journal of Finance, American Finance Association, vol. 28(1), pages 185-187, March.
    • Handle: RePEc:bla:jfinan:v:28:y:1973:i:1:p:185-87
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    Cited by:

    1. Wehner, R.K. & Baeriswyl, D., 1975. "Equation of state of a classical anharmonic oscillator," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 81(1), pages 129-144.
    2. Emy Lécuyer & Jean-Philippe Lefort, 2021. "Put–call parity and generalized neo-additive pricing rules," Theory and Decision, Springer, vol. 90(3), pages 521-542, May.
    3. Cerreia-Vioglio, S. & Maccheroni, F. & Marinacci, M., 2015. "Put–Call Parity and market frictions," Journal of Economic Theory, Elsevier, vol. 157(C), pages 730-762.
    4. Stephen F. Gray, 1989. "Put Call Parity: An Extension of Boundary Conditions," Australian Journal of Management, Australian School of Business, vol. 14(2), pages 151-169, December.
    5. Günther, C.C.A. & Rikvold, P.A. & Novotny, M.A., 1994. "Application of a constrained-transfer-matrix method to metastability in the d = 2 Ising ferromagnet," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 212(1), pages 194-229.
    6. Misra, Arkajyoti & Chakrabarti, Bikas K., 1997. "Spin-reversal transition in Ising model under pulsed field," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 246(3), pages 510-518.
    7. 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.
    8. 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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