Stoll, Hans R. (December 1969). "The Relationship Between Put and Call Option Prices". Journal of Finance. 24 (5): 801–824. doi:10.2307/2325677. JSTOR2325677.
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. S2CID154820481.
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. JSTOR2325677.
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. S2CID154820481.