PUT-CALL PARITY WITH COUPON INSTRUMENTS

被引：0
|
作者：
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
  • [31] A note on the call-put parity and a call-put duality
    Peskir, G
    Shiryaev, AN
    THEORY OF PROBABILITY AND ITS APPLICATIONS, 2001, 46 (01) : 167 - 170
  • [32] Index volatility and the put-call ratio: a tale of three markets
    Gang, Jianhua
    Huang, Nan
    Song, Ke
    Zhang, Ruyi
    QUANTITATIVE FINANCE, 2020, 20 (12) : 1983 - 1996
  • [33] Put-call ratio predictability of the 50ETF option
    Gang, Jianhua
    Zhao, Yang
    Ma, Xinchen
    ECONOMIC AND POLITICAL STUDIES-EPS, 2019, 7 (03): : 352 - 376
  • [34] Determinants of Put-Call Disparity: Kospi 200 Index Options
    Kim, Sam
    Lockwood, Jimmy
    Lockwood, Larry
    Miao, Hong
    JOURNAL OF BEHAVIORAL FINANCE, 2023, 24 (03) : 303 - 314
  • [35] Put-Call Parities, absence of arbitrage opportunities, and nonlinear pricing rules
    Bastianello, Lorenzo
    Chateauneuf, Alain
    Cornet, Bernard
    MATHEMATICAL FINANCE, 2024, 34 (04) : 1242 - 1262
  • [36] Market Sentiment Analysis Based on Image Processing With Put-Call Volatility Gap Surface
    Qi, Yuanyuan
    Guo, Guoxiang
    Wang, Yang
    Yen, Jerome
    IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2024, 11 (01) : 267 - 281
  • [37] STOCHASTIC MONOTONICITY AND DUALITY OF kTH ORDER WITH APPLICATION TO PUT-CALL SYMMETRY OF POWERED OPTIONS
    Kolokoltsov, Vassili N.
    JOURNAL OF APPLIED PROBABILITY, 2015, 52 (01) : 82 - 101
  • [38] Low risk, high return: Improving option writing performance with put-call ratios in Taiwan
    Lo, Chien-Ling
    Liu, Wen-Rang
    PACIFIC-BASIN FINANCE JOURNAL, 2025, 90
  • [39] Put–call parity and generalized neo-additive pricing rules
    Emy Lécuyer
    Jean-Philippe Lefort
    Theory and Decision, 2021, 90 : 521 - 542
  • [40] The Impact of Google Searches, Put-Call Ratio, and Trading Volume on Stock Performance Using Wavelet Coherence Analysis: The AMC Case
    Vasileiou, Evangelos
    Tzanakis, Polydoros
    JOURNAL OF BEHAVIORAL FINANCE, 2024, 25 (01) : 111 - 119
12345