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"Put-Call Parity and market frictions."

Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci (2015)

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DOI: 10.1016/J.JET.2014.12.011

access: closed

type: Journal Article

metadata version: 2020-02-24

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  - journals/jet/Cerreia-Vioglio15
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  - https://dblp.org/rec/journals/jet/Cerreia-Vioglio15
Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci:
Put-Call Parity and market frictions. J. Econ. Theory 157: 730-762 (2015)

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