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THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES

Authors

  • Hans R. Stoll

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    • Board of Governors of the Federal Reserve System. The author is a Visiting Professor from the University of Pennsylvania where class discussion generated the idea for this paper. He is grateful for suggestions from the Finance Workshop at the University of Pennsylvania and from his colleagues at the Board. Needless to say responsibility for the remaining errors is his alone, and the conclusions are his and not necessarily those of the Board of Governors.

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