Autor:	Tumellano Sebehela
Rok vydání:	2016
Předmět:	Combinatorics Pure mathematics Inverse Laplace transform Algebraic number Put–call parity Parity (mathematics) Mathematics
Zdroj:	SSRN Electronic Journal.
ISSN:	1556-5068
Popis:	The option side of Put-Call Parity has been explored by prior studies but its algebraic side has not been illustrated before. This article converts Put-Call Parity parameters into algebraic ones in order to derive transformed arbitrage-free formula. Interestingly, inverse Laplace transform and Put-Call Parity are similar in the sense that parameters of both formulae are at least zero. The results illustrated that transformed arbitrage-free formula is discrete in nature.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::25d69db9a3fdc12c576d461f17a70637 https://doi.org/10.2139/ssrn.2803878 Zobrazit plný text záznamu