Put-call symmetry : extensions and applications

Peter Carr; Roger Lee

Year of publication:	2009
Authors:	Carr, Peter ; Lee, Roger
Published in:	Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 19.2009, 4, p. 523-560
Subject:	Optionsgeschäft \| Option trading \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Optionspreistheorie \| Option pricing theory \| Theorie \| Theory

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