Title: The Relationship Between Put and Call Option Prices
Abstract:The Journal of FinanceVolume 24, Issue 5 p. 801-824 Article THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES Hans R. Stoll, Hans R. StollBoard of Governors of the Federal Reserve System. The author...The Journal of FinanceVolume 24, Issue 5 p. 801-824 Article THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES Hans R. Stoll, Hans R. StollBoard of Governors of the Federal Reserve System. The author is a Visiting Professor from the University of Pennsylvania where class discussion generated the idea for this paper. He is grateful for suggestions from the Finance Workshop at the University of Pennsylvania and from his colleagues at the Board. Needless to say responsibility for the remaining errors is his alone, and the conclusions are his and not necessarily those of the Board of Governors.Search for more papers by this author Hans R. Stoll, Hans R. StollBoard of Governors of the Federal Reserve System. The author is a Visiting Professor from the University of Pennsylvania where class discussion generated the idea for this paper. He is grateful for suggestions from the Finance Workshop at the University of Pennsylvania and from his colleagues at the Board. Needless to say responsibility for the remaining errors is his alone, and the conclusions are his and not necessarily those of the Board of Governors.Search for more papers by this author First published: December 1969 https://doi.org/10.1111/j.1540-6261.1969.tb01694.xCitations: 167 Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Citing Literature Volume24, Issue5December 1969Pages 801-824 RelatedInformationRead More
Publication Year: 1969
Publication Date: 1969-12-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 100
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