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The Domain of Validity of the Put-Call Parity


  • Patarick Leoni

    () (Economics Department, National University of Ireland, Maynooth)


We give an example where the put-call parity does not hold, and we give the domain of validity of this formulae.

Suggested Citation

  • Patarick Leoni, 2007. "The Domain of Validity of the Put-Call Parity," Economics, Finance and Accounting Department Working Paper Series n1720207, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  • Handle: RePEc:may:mayecw:n1720207

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