The Research And Verification Of Option Parity Relation--Empirical Study On chinas Capital Market

摘要：

Under the frame of non-arbitrage theory, option parity is widely accepted among foreign and domestic scholars. This passage, on basis of option parity theory, attempts to verify its adaptability in chinas capital market.

关键词： non-arbitrage option option parity warrant

作者: Qiyue Xiong Rui Liu

作者单位: Economics and Management School, Wuhan University, Wuhan, 430072, China

会议类型: 国际会议

会议名称: 第八届武汉电子商务国际会议(The Eighth Wuhan International Conference on E-Business)

会议地点: 武汉

会议语种:英文

页码: 1608-1611

在线出版日期: 2009-05-30（万方平台首次上网日期，不代表论文的发表时间）