Transactions costs and the relationship between put and call prices-Reference-Cited by-同舟云学术

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Transactions costs and the relationship between put and call prices

Published:1974-07 Issue:2 Volume:1 Page:105-129
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Gould J.P.,Galai D.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference6 articles.

1. The valuation of option contracts and a test of market efficiency;Black;Journal of Finance,1972

2. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

3. Profit returns from purchasing puts and calls;Kruizenga,1964

4. The relationship between put and call option prices: Comment;Merton;Journal of Finance,1973

5. Theory of rational option pricing;Merton;Bell Journal of Economics and Management Science,1973

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