Construct · 1 fields · 1 citations

put-call parity: a standalone construct

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Finance

no-arbitrage relation linking the prices of European put and call options with the same strike and expiry to the underlying price and the discounted strike.

In finance, put-call parity refers to no-arbitrage relation linking the prices of European put and call options with the same strike and expiry to the underlying price and the discounted strike. This meaning comes from Stoll (1969) in The Journal of Finance.[1]

Unit
Recovery means
Measured by

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Nearby constructs

parity4 fields · 5 citationsjingle · one word, four constructs relation4 fields · 4 citationsjingle · one word, four constructs strike1 fields · 2 citationsanchor · a standalone construct

References

Stoll, H. R. (1969). The Relationship Between Put and Call Option Prices. The Journal of Finance, 24(5), 801-824. https://doi.org/10.1111/j.1540-6261.1969.tb01694.x

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