A Note on the Call-Put Parity and a Call-Put Duality (Q4328535)
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scientific article; zbMATH DE number 1734187
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on the Call-Put Parity and a Call-Put Duality |
scientific article; zbMATH DE number 1734187 |
Statements
A Note on the Call-Put Parity and a Call-Put Duality (English)
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25 April 2002
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call-put parity
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Black-Merton-Scholes model
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call-put duality
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American call-put option
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European call-put option
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optimal stopping problem
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free-boundary problem
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