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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 (Unpublished)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
Subjects: Social Sciences > Economics
Item ID: 43
Depositing User: Ms Sandra Doherty
Date Deposited: 12 Feb 2007
Refereed: No
URI:

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