Gupta, Pankaj Kumar - In: Trends economics and management 12 (2018) 32, pp. 49-61
investor dmand. The theoretical put-call parity (PCP) relationship may be analysed to explore the arbitrage opportunity and … markets highlighting the role of major market participants. Findings: We have found that the violation of the put-call parity …: We have established that in options markets, significant arbitrage opportunities exist violating the Put-Call parity …