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The Domain of Validity of the Put-Call Parity

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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 (Unpublished)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
Related URLs:	http://www.may.ie/academic/economics/ http://ideas.repec.org/s/may/mayecw.html
Use Licence:	This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available here

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