A Note on the Call-Put Parity and a Call-Put Duality (Q4328535)
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scientific article; zbMATH DE number 1734187
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Note on the Call-Put Parity and a Call-Put Duality |
scientific article; zbMATH DE number 1734187 |
Statements
A Note on the Call-Put Parity and a Call-Put Duality (English)
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25 April 2002
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call-put parity
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Black-Merton-Scholes model
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call-put duality
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American call-put option
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European call-put option
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optimal stopping problem
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free-boundary problem
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0.8335928916931152
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0.8103328347206116
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0.8051638603210449
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0.791874885559082
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0.7874065637588501
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