Option Put-Call Parity Relations When the Underlying Security Pays Dividends
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References listed on IDEAS
- Robert C. Merton, 2005.
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Cited by:
- Ziwei Ke & Joanna Goard, 2019. "Penalty American Options," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(02), pages 1-32, March.
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More about this item
Keywords
options; dividends; put-call parity;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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