MURAL - Maynooth University Research Archive Library

    The Domain of Validity of the Put-Call Parity

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 (Unpublished)

    [img] Download (75kB)

    Share your research

    Twitter Facebook LinkedIn GooglePlus Email more...

    Add this article to your Mendeley library


    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
    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

    Repository Staff Only(login required)

    View Item Item control page


    Downloads per month over past year

    Origin of downloads