Put-call parity in equity options markets : recent evidence
Year of publication: |
2019
|
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Authors: | Krause, Timothy A. |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 9.2019, 4, p. 563-569
|
Subject: | Options | Put-Call Parity | Excess Returns | Nonsynchronous Trading | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | Aktienoption | Stock option | Schätzung | Estimation |
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