Henry Wurts

Independent

No Address Available

SCHOLARLY PAPERS

2

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60

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Scholarly Papers (2)

1.

A 50-Year Retrospect of the Put-Call Parity (PCP) Through Three Questions

Number of pages: 96 Posted: 27 Oct 2018 Last Revised: 20 Apr 2019
Henry Wurts
Independent
Downloads 52 (381,886)

Abstract:

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Put-Call Parity, Arbitrage Parity Pricing, APP Controversy, Arbitrage Pricing Argument, Law of One Price, Valuation for Risk Bearing, Liquidity Premium, Duhem-Quine Thesis, DQLL Thesis, DQXY Thesis, Theory of Model Validation, Misuse of Models, When Experts Disagree, WED, Bad Creativity

Abstract:

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model validation, corporate governance, Put-Call Parity, Yule-Simpson Paradox, Duhem-Quine Thesis, when experts disagree, novice expert problem, attention directing tools, arbitrage pricing, theory of model validation, Bad Creativity, modified-Machlup assessment, EDAC solution concept, DQXY Thesis