Put–call parity (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Put–call parity" in English language version.

refsWebsite

Global rank English rank

2^nd place

2^nd place

1optionmatters.ca

low place

low place

26^th place

20^th place

1semanticscholar.org

11^th place

8^th place

6^th place

6^th place

archive.org

Hull, John C. (2002). Options, Futures and Other Derivatives (5th ed.). Prentice Hall. pp. 330–331. ISBN 0-13-009056-5.

doi.org

Stoll, Hans R. (December 1969). "The Relationship Between Put and Call Option Prices". Journal of Finance. 24 (5): 801–824. doi:10.2307/2325677. JSTOR 2325677.
Cited for instance in Derman, Emanuel; Taleb, Nassim Nicholas (2005). "The illusions of dynamic replication". Quantitative Finance. 5 (4): 323–326. doi:10.1080/14697680500305105. S2CID 154820481.

jstor.org

Stoll, Hans R. (December 1969). "The Relationship Between Put and Call Option Prices". Journal of Finance. 24 (5): 801–824. doi:10.2307/2325677. JSTOR 2325677.

optionmatters.ca

Noël, Martin (17 May 2017). "Call Put Parity: How to Transform Your Positions". OptionMatters.ca. Bourse de Montréal Inc.

semanticscholar.org

api.semanticscholar.org

Cited for instance in Derman, Emanuel; Taleb, Nassim Nicholas (2005). "The illusions of dynamic replication". Quantitative Finance. 5 (4): 323–326. doi:10.1080/14697680500305105. S2CID 154820481.