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THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES: COMMENT · Study

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ArticleTHE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES: COMMENT

Robert C. Merton1973

Article1973

THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES: COMMENT

Robert C. Merton

110 citations·0/0 files stored·The Journal of Finance

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Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1973The Pricing of Options and Corporate Liabilities 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1969THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES 1969A Complete Model of Warrant Pricing that Maximizes Utility

Cited by

1974Transactions costs and the relationship between put and call prices 1982The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies 1976An algebra for evaluating hedge portfolios 2007Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach 1980An ex ante analysis of put-call parity 2000Put-call parity and the informational efficiency of the German DAX-index options market 1986Implied Interest Rates 2004Put–call parity and cross-markets efficiency in the index options markets: evidence from the Italian market

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2006Options and Bubblesarticle · 4 shared references 2001Negotiating a Market, Performing Theory: The Historical Sociology of a Financial Derivatives Exchangepreprint · 4 shared references 1976A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORYarticle · 4 shared references 1979Put-Call Parity and Market Efficiencyarticle · 4 shared references 2016The influence of cash flow volatility on capital structure and the use of debt of different maturitiesarticle · 4 shared references 2010Option traders use (very) sophisticated heuristics, never the Black–Scholes–Merton formulaarticle · 4 shared references

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Year1973

Typearticle

Published1973-03-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations110

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1111/j.1540-6261.1973.tb01357.x

openalex_workW2004731044

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