THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES: COMMENT-Reference-Cited by-同舟云学术

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THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES: COMMENT

Published:1973-03 Issue:1 Volume:28 Page:183-184
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

Merton Robert C.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference4 articles.

1. F. Black M. Scholes “Capital Market Equilibrium and the Pricing of Corporate Liabilities,” Journal of Political Economy

2. Theory of Rational Option Pricing;Merton;The Bell Journal of Economics and Management Science,1973

3. A Complete Model of Warrant Pricing that Maximizes Utility;Samuelson;Industrial Management Review,1969

4. The Relationship Between Put and Call Option Prices;Stoll;Journal of Finance,1969

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