Add to ORKGDue to the mispricing of options, no-arbitrage condition put-call parity (PCP) violations lead to in...
The present value of a forward contract for any asset that does not pay a dividend is calculated by ...
This thesis examines Put Call Parity (PCP) deviations in the LIFFE FTSE-100 Options quoting system a...
We give an example where the put-call parity does not hold and we give the domain of validity of thi...
The put call parity is based on a static portfolio argument that requires no distributional assumpti...
The original put-call parity relations hold under the premise that the underlying security does not ...
In this article, we examined the validity of 'Put Call Parity' (PCP) in the Israeli stock market. Es...
In this paper, the boundary conditions for put-call parity are extended to take into account the pot...
The issue of developing simple Black-Scholes (BS)-type approximations for pricing European options w...
Abstract The issue of developing simple Black-Scholes type approximations for pricing European optio...
This note discusses and corrects an inaccurate statement in Veestraeten (2008) concerning the valuat...
The conflict between appearance and reality often arises in the law, where it is usually cast as pit...
Deviations from put-call parity contain information about future returns. We use the difference in i...
Lieu (1990) derived the put-call parity relationship for futures and futures option contracts where ...
We extend the Fundamental Theorem of Finance and the Pricing Rule Representation Theorem to the case...
Due to the mispricing of options, no-arbitrage condition put-call parity (PCP) violations lead to in...
The present value of a forward contract for any asset that does not pay a dividend is calculated by ...
This thesis examines Put Call Parity (PCP) deviations in the LIFFE FTSE-100 Options quoting system a...
We give an example where the put-call parity does not hold and we give the domain of validity of thi...
The put call parity is based on a static portfolio argument that requires no distributional assumpti...
The original put-call parity relations hold under the premise that the underlying security does not ...
In this article, we examined the validity of 'Put Call Parity' (PCP) in the Israeli stock market. Es...
In this paper, the boundary conditions for put-call parity are extended to take into account the pot...
The issue of developing simple Black-Scholes (BS)-type approximations for pricing European options w...
Abstract The issue of developing simple Black-Scholes type approximations for pricing European optio...
This note discusses and corrects an inaccurate statement in Veestraeten (2008) concerning the valuat...
The conflict between appearance and reality often arises in the law, where it is usually cast as pit...
Deviations from put-call parity contain information about future returns. We use the difference in i...
Lieu (1990) derived the put-call parity relationship for futures and futures option contracts where ...
We extend the Fundamental Theorem of Finance and the Pricing Rule Representation Theorem to the case...
Due to the mispricing of options, no-arbitrage condition put-call parity (PCP) violations lead to in...
The present value of a forward contract for any asset that does not pay a dividend is calculated by ...
This thesis examines Put Call Parity (PCP) deviations in the LIFFE FTSE-100 Options quoting system a...