Does put call parity always hold in financial markets? If not, give a few reasons why it

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Does put– call parity always hold in financial markets? If not, give a few reasons why it may not hold.

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An Introduction to Derivative Securities Financial Markets and Risk Management

ISBN: 978-0393913071

1st edition

Authors: Robert A. Jarrow, Arkadev Chatterjee

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Question Posted: Dec 02, 2015 03:29 AM

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Does put call parity always hold in financial markets? If not, give a few reasons why it

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PCP may fail to hold due to market imperfections like short selling restrictio...View the full answer

An Introduction to Derivative Securities Financial Markets and Risk Management

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