The Domain of Validity of the Put-Call Parity

Patarick Leoni ()
Additional contact information
Patarick Leoni: Economics Department, National University of Ireland, Maynooth

Economics Department Working Paper Series from Department of Economics, National University of Ireland - Maynooth

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

Pages: 2 pages
Date: 2007
References: Add references at CitEc
Citations:

Downloads: (external link)
http://repec.maynoothuniversity.ie/mayecw-files/N1720207.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:may:mayecw:n1720207

Access Statistics for this paper

More papers in Economics Department Working Paper Series from Department of Economics, National University of Ireland - Maynooth Contact information at EDIRC.
Bibliographic data for series maintained by ( this e-mail address is bad, please contact ).