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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. .

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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.

Additional Information:Department of Economics Working paper series 172/02/07
Keywords:Domain, Validity, put-call parity
Subjects:Social Sciences > Economics
ID Code:43
Deposited By:Ms Sandra Doherty
Deposited On:12 Feb 2007
Refereed:No
URL:http://www.may.ie/academic/economics/, http://ideas.repec.org/s/may/mayecw.html

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