Generalizing Put-Call Parity to Options on the Minimum or Maximum of Two Risky Assets

黃達業楊朝成蔡錦堂$Tsay, J. T.J. T.蔡錦堂$TsayHwang, Dar-YehDar-YehHwangYang, Chau-ChenChau-ChenYang2009-03-232018-07-092009-03-232018-07-091993http://ntur.lib.ntu.edu.tw//handle/246246/147240en-USGeneralizing Put-Call Parity to Options on the Minimum or Maximum of Two Risky Assetsconference paper