DSpace at KOASAS: Option Pricing under Short Sales Constraints, Put-Call Parity, and Implied Volatility Discrepancy

DSpace at KOASAS

College of Business(경영대학)School of Management Engineering(경영공학부)MT-Conference Papers(학술회의논문)

Option Pricing under Short Sales Constraints, Put-Call Parity, and Implied Volatility Discrepancy

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Kim, Tong Suk researcher / Park, Jaewon

Issue Date: 2008

Language: ENG

Citation: 2008 FMA Annual Meeting

URI: http://hdl.handle.net/10203/158025

Appears in Collection: MT-Conference Papers(학술회의논문)

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Knowledge Service Development Team, KAIST 291 Daehak-ro, Yuseong-gu, Daejeon 34141, Republic of Korea. T. 82-42-350-4493 Email. koasas@kaist.ac.kr
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Option Pricing under Short Sales Constraints, Put-Call Parity, and Implied Volatility Discrepancy

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