An ex ante analysis of put-call parity

Theory of rational option pricing

2005 • 7,870 citations

Theory of Rational Option Pricing

1973 • 7,693 citations

Option pricing

1976 • 486 citations

An analytic valuation formula for unprotected American call options on stocks with known dividends

1977 • 385 citations

THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES

1969 • 340 citations

Trading costs for listed options

1980 • 218 citations

Tests of Market Efficiency of the Chicago Board Options Exchange

1977 • 202 citations

Put‐Call Parity and Market Efficiency

1979 • 142 citations

Transactions costs and the relationship between put and call prices

1974 • 104 citations

THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES: COMMENT

1973 • 100 citations

The Relationship Between Put and Call Option Prices

1969 • 100 citations

Empirical tests of boundary conditions for CBOE options

1978 • 84 citations

Put-Call Parity and Market Efficiency

1979 • 38 citations

The Relationship between Put and Call Option Prices: Comment

1973 • 37 citations

The Relationship between Put and Call Option Prices: Reply

1973 • 16 citations