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Boundary conditions for index options: Evidence from the finnish market

✍ Scribed by Vesa Puttonen

Publisher: John Wiley and Sons
Year: 1993
Tongue: English
Weight: 919 KB
Volume: 13
Category: Article
ISSN: 0270-7314
DOI: 10.1002/fut.3990130508

No coin nor oath required. For personal study only.

✦ Synopsis

For the put-call parity and put-call-futures parity relations, see Moriarty, Phillips, and Tosini (1Y81).

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