Put-Call Parity in Equity Options Markets: Recent Evidence

ISSN Print: 2162-2078
ISSN Online: 2162-2086
www.scirp.org/journal/tel
E-mail: tel@scirp.org

Citations

"Put-Call Parity in Equity Options Markets: Recent Evidence"
written by Timothy A. Krause,
published by Theoretical Economics Letters, Vol.9 No.4, 2019

has been cited by the following article(s):

[1]	Call and put option pricing with discrete linear investment strategy
	arXiv preprint arXiv:2110.04676, 2021

[1]	Real option valuation using Weibull distribution: a new framework for depreciation risk management Journal of Derivatives and Quantitative Studies: 선물연구, 2025 DOI:10.1108/JDQS-10-2024-0041

[2]	Call and Put Option Pricing with Discrete Linear Investment Strategy Journal of Mathematical Finance, 2022 DOI:10.4236/jmf.2022.121005