The Domain of Validity of the Put-Call Parity

We give an example where the put-call parity does not hold, and we give the domain of validity of this formulae.

Year of publication:	2007
Authors:	Leoni, Patarick
Institutions:	Department of Economics, National University of Ireland

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Extent:	application/pdf
Series:	Economics, Finance and Accounting Department Working Paper Series.
Type of publication:	Book / Working Paper
Notes:	2 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005656633