The Domain of Validity of the Put-Call Parity
We give an example where the put-call parity does not hold, and we give the domain of validity of this formulae.
|Date of creation:||2007|
|Date of revision:|
|Contact details of provider:|| Postal: Maynooth, Co. Kildare|
Web page: http://www.maynoothuniversity.ie/economics-finance-and-accounting
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