The Relationship between Put and Call Option Prices: Comment
1973; Wiley; Volume: 28; Issue: 1 Linguagem: Inglês
10.2307/2978180
ISSN1540-6261
Autores Tópico(s)Capital Investment and Risk Analysis
ResumoThe Journal of FinanceVolume 28, Issue 1 p. 183-184 Comment THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES: COMMENT Robert C. Merton, Robert C. Merton Sloan School of Management, Massachusetts Institute of Technology. I thank Myron Scholes for helpful discussion. Aid from the National Science Foundation is gratefully acknowledged. Search for more papers by this author Robert C. Merton, Robert C. Merton Sloan School of Management, Massachusetts Institute of Technology. I thank Myron Scholes for helpful discussion. Aid from the National Science Foundation is gratefully acknowledged. Search for more papers by this author First published: March 1973 https://doi.org/10.1111/j.1540-6261.1973.tb01357.xCitations: 41 Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onEmailFacebookTwitterLinkedInRedditWechat No abstract is available for this article. REFERENCES 1 F.Black and M.Scholes. "Capital Market Equilibrium and the Pricing of Corporate Liabilities," forthcoming in Journal of Political Economy. 2 R. C.Merton. "Theory of Rational Option Pricing," The Bell Journal of Economics and Management Science, Vol. 4, No. 1 Spring, (1973). 3P. A.Samuelson and R. C.Merton. "A Complete Model of Warrant Pricing that Maximizes Utility," Industrial Management Review, Vol. 10, No. 2. Winter, (1969), pp. 17–46. 4 H. R.Stoll. "The Relationship Between Put and Call Option Prices," Journal of Finance, Vol. XXIV, No. 5 December, (1969), pp. 802–824. Citing Literature Volume28, Issue1March 1973Pages 183-184 ReferencesRelatedInformation
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