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    The Domain of Validity of the Put-Call Parity


    Leoni, Patrick (2007) The Domain of Validity of the Put-Call Parity. UNSPECIFIED. (Unpublished)

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    Abstract

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

    Item Type: Other
    Additional Information: Department of Economics Working paper series 172/02/07
    Keywords: Domain, Validity, put-call parity
    Academic Unit: Faculty of Social Sciences > Economics, Finance and Accounting
    Item ID: 43
    Depositing User: Ms Sandra Doherty
    Date Deposited: 12 Feb 2007
    Refereed: No
    URI:

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