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New Analytic Approach to Address Put–Call Parity Violation due to Discrete Dividends (Q5363113)

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scientific article; zbMATH DE number 6786427
Language Label Description Also known as
English
New Analytic Approach to Address Put–Call Parity Violation due to Discrete Dividends
scientific article; zbMATH DE number 6786427

    Statements

    title
    New Analytic Approach to Address Put–Call Parity Violation due to Discrete Dividends (English)
    0 references
    publication date
    5 October 2017
    0 references
    zbMATH Keywords
    put-call parity
    0 references
    equity option
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    discrete dividend
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    analytic pricing
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    Identifiers

    zbMATH DE Number
    6786427
    0 references
    arXiv ID
    1407.7328
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    OpenAlex ID
    W2032653202
    0 references
     
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