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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 (Unpublished)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: | |
| URI: | https://mural.maynoothuniversity.ie/id/eprint/43 |
| 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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