首页
学术期刊
论文检测
AIGC检测
热点
更多
数据
PUT-CALL PARITY WITH COUPON INSTRUMENTS
被引:0
|
作者
:
GOODMAN, LS
论文数:
0
引用数:
0
h-index:
0
GOODMAN, LS
机构
:
来源
:
JOURNAL OF PORTFOLIO MANAGEMENT
|
1985年
/ 11卷
/ 02期
关键词
:
D O I
:
10.3905/jpm.1985.408998
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:59 / 60
页数:2
相关论文
共 50 条
[21]
PUT-CALL SYMMETRY: EXTENSIONS AND APPLICATIONS
Carr, Peter
论文数:
0
引用数:
0
h-index:
0
机构:
Bloomberg LP & Courant Inst Math Sci, New York, NY 10022 USA
Bloomberg LP & Courant Inst Math Sci, New York, NY 10022 USA
Carr, Peter
Lee, Roger
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Chicago, Chicago, IL 60637 USA
Bloomberg LP & Courant Inst Math Sci, New York, NY 10022 USA
Lee, Roger
MATHEMATICAL FINANCE,
2009,
19
(04)
: 523
-
560
[22]
Put-call parity violations and return predictability: Evidence from the 2008 short sale ban
Nishiotis, George P.
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Cyprus, Dept Accounting & Finance, POB 20537, Nicosia, Cyprus
Univ Cyprus, Dept Accounting & Finance, POB 20537, Nicosia, Cyprus
Nishiotis, George P.
Rompolis, Leonidas S.
论文数:
0
引用数:
0
h-index:
0
机构:
Athens Univ Econ & Business, Dept Accounting & Finance, 76 Patiss St, Athens 10434, Greece
Univ Cyprus, Dept Accounting & Finance, POB 20537, Nicosia, Cyprus
Rompolis, Leonidas S.
JOURNAL OF BANKING & FINANCE,
2019,
106
: 276
-
297
[23]
FURTHER ANALYSIS OF THE PUT-CALL PARITY IMPLIED RISK-FREE INTEREST-RATE
FRANKFURTER, GM
论文数:
0
引用数:
0
h-index:
0
FRANKFURTER, GM
LEUNG, WK
论文数:
0
引用数:
0
h-index:
0
LEUNG, WK
JOURNAL OF FINANCIAL RESEARCH,
1991,
14
(03)
: 217
-
232
[24]
A Cautionary Note on the Put-Call Parity under an Asset Pricing Model with a Lower Reflecting Barrier
论文数:
引用数:
h-index:
机构:
Hertrich M.
Swiss Journal of Economics and Statistics,
2015,
151
(3)
: 227
-
260
[25]
PUT-CALL PARITY THEORY AND AN EMPIRICAL-TEST OF THE EFFICIENCY OF THE LONDON TRADED OPTIONS MARKET
NISBET, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV GLASGOW,GLASGOW G12 8QQ,SCOTLAND
UNIV GLASGOW,GLASGOW G12 8QQ,SCOTLAND
NISBET, M
JOURNAL OF BANKING & FINANCE,
1992,
16
(02)
: 381
-
403
[26]
The GameStop short squeeze: Put-call parity and the effect of frictions before, during and after the squeeze
Hilliard, Jimmy E. E.
论文数:
0
引用数:
0
h-index:
0
机构:
Auburn Univ, Dept Finance, Auburn, AL 36849 USA
Auburn Univ, Dept Finance, Auburn, AL 36849 USA
Hilliard, Jimmy E. E.
Hilliard, Jitka
论文数:
0
引用数:
0
h-index:
0
机构:
Auburn Univ, Dept Finance, Auburn, AL 36849 USA
Auburn Univ, Dept Finance, Auburn, AL 36849 USA
Hilliard, Jitka
JOURNAL OF FUTURES MARKETS,
2023,
43
(05)
: 635
-
661
[27]
Are put-call ratios a substitute for short sales?
Blau, Benjamin M.
论文数:
0
引用数:
0
h-index:
0
机构:
Utah State Univ, Huntsman Sch Business, Logan, UT 84322 USA
Utah State Univ, Huntsman Sch Business, Logan, UT 84322 USA
Blau, Benjamin M.
Brough, Tyler J.
论文数:
0
引用数:
0
h-index:
0
机构:
Utah State Univ, Huntsman Sch Business, Logan, UT 84322 USA
Utah State Univ, Huntsman Sch Business, Logan, UT 84322 USA
Brough, Tyler J.
REVIEW OF DERIVATIVES RESEARCH,
2015,
18
(01)
: 51
-
73
[28]
Are put-call ratios a substitute for short sales?
Benjamin M. Blau
论文数:
0
引用数:
0
h-index:
0
机构:
Utah State University,Huntsman School of Business
Benjamin M. Blau
Tyler J. Brough
论文数:
0
引用数:
0
h-index:
0
机构:
Utah State University,Huntsman School of Business
Tyler J. Brough
Review of Derivatives Research,
2015,
18
: 51
-
73
[29]
DEVIATIONS FROM PUT-CALL PARITY AND VOLATILITY PREDICTION: EVIDENCE FROM THE TAIWAN INDEX OPTION MARKET
Chen, Chin-Ho
论文数:
0
引用数:
0
h-index:
0
机构:
Natl Chiao Tung Univ, Inst Finance, Hsinchu 30050, Taiwan
Natl Chiao Tung Univ, Inst Finance, Hsinchu 30050, Taiwan
Chen, Chin-Ho
Chung, Huimin
论文数:
0
引用数:
0
h-index:
0
机构:
Natl Chiao Tung Univ, Inst Finance, Hsinchu 30050, Taiwan
Natl Chiao Tung Univ, Inst Finance, Hsinchu 30050, Taiwan
Chung, Huimin
Yuan, Shu-Fang
论文数:
0
引用数:
0
h-index:
0
机构:
Nanhua Univ, Dept Business Adm, Dalin, Chiayi County, Taiwan
Natl Chiao Tung Univ, Inst Finance, Hsinchu 30050, Taiwan
Yuan, Shu-Fang
JOURNAL OF FUTURES MARKETS,
2014,
34
(12)
: 1122
-
1145
[30]
Put-call parities and the value of early exercise for put options on a performance index
DeRoon, F
论文数:
0
引用数:
0
h-index:
0
DeRoon, F
Veld, C
论文数:
0
引用数:
0
h-index:
0
Veld, C
JOURNAL OF FUTURES MARKETS,
1996,
16
(01)
: 71
-
80
←
1
2
3
4
5
→