{"id":"https://openalex.org/W2004731044","doi":"https://doi.org/10.1111/j.1540-6261.1973.tb01357.x","title":"THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES: COMMENT","display_name":"THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES: COMMENT","publication_year":1973,"publication_date":"1973-03-01","ids":{"openalex":"https://openalex.org/W2004731044","doi":"https://doi.org/10.1111/j.1540-6261.1973.tb01357.x","mag":"2004731044"},"language":"en","primary_location":{"id":"doi:10.1111/j.1540-6261.1973.tb01357.x","doi":"https://doi.org/10.1111/j.1540-6261.1973.tb01357.x","is_oa":false,"landing_page_url":"https://doi.org/10.1111/j.1540-6261.1973.tb01357.x","pdf_url":null,"source":{"id":"https://openalex.org/S5353659","display_name":"The Journal of Finance","issn_l":"0022-1082","issn":["0022-1082","1540-6261"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-1-star","ft50","jufo-3","norway-2","poland-200","russia-white-list-1","utd24","vabb-shw"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Journal of Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5109857703","display_name":"Robert C. Merton","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I63966007","display_name":"Massachusetts Institute of Technology","ror":"https://ror.org/042nb2s44","country_code":"US","type":"education","lineage":["https://openalex.org/I63966007"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Robert C. Merton","raw_affiliation_strings":["Sloan School of Management, Massachusetts Institute of Technology. I thank Myron Scholes for helpful discussion. Aid from the National Science Foundation is gratefully acknowledged"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Sloan School of Management, Massachusetts Institute of Technology. I thank Myron Scholes for helpful discussion. Aid from the National Science Foundation is gratefully acknowledged","institution_ids":["https://openalex.org/I63966007"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5109857703"],"corresponding_institution_ids":["https://openalex.org/I63966007"],"apc_list":{"value":4430,"currency":"USD","value_usd":4430},"apc_paid":null,"fwci":6.6587,"has_fulltext":false,"cited_by_count":110,"citation_normalized_percentile":{"value":0.95740852,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":93,"max":98},"biblio":{"volume":"28","issue":"1","first_page":"183","last_page":"183"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9804999828338623,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9804999828338623,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.014299999922513962,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.00039999998989515007,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/put-call-parity","display_name":"put-call parity","score":0.8820000290870667},{"id":"https://openalex.org/keywords/option-pricing","display_name":"option pricing","score":0.8389999866485596},{"id":"https://openalex.org/keywords/call-option-prices","display_name":"call option prices","score":0.9079999923706055}],"concepts":[{"id":"https://openalex.org/C2778805511","wikidata":"https://www.wikidata.org/wiki/Q1713","display_name":"Citation","level":2,"score":0.6532230377197266},{"id":"https://openalex.org/C2780966255","wikidata":"https://www.wikidata.org/wiki/Q5474306","display_name":"Foundation (evidence)","level":2,"score":0.5405186414718628},{"id":"https://openalex.org/C161191863","wikidata":"https://www.wikidata.org/wiki/Q199655","display_name":"Library science","level":1,"score":0.4421076476573944},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.3617500066757202},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.32999640703201294},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.23710501194000244},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.1797458529472351},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.17081031203269958}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1111/j.1540-6261.1973.tb01357.x","doi":"https://doi.org/10.1111/j.1540-6261.1973.tb01357.x","is_oa":false,"landing_page_url":"https://doi.org/10.1111/j.1540-6261.1973.tb01357.x","pdf_url":null,"source":{"id":"https://openalex.org/S5353659","display_name":"The Journal of Finance","issn_l":"0022-1082","issn":["0022-1082","1540-6261"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-1-star","ft50","jufo-3","norway-2","poland-200","russia-white-list-1","utd24","vabb-shw"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Journal of Finance","raw_type":"journal-article"},{"id":"doi:10.2307/2978180","doi":"https://doi.org/10.2307/2978180","is_oa":false,"landing_page_url":"https://doi.org/10.2307/2978180","pdf_url":null,"source":{"id":"https://openalex.org/S5353659","display_name":"The Journal of Finance","issn_l":"0022-1082","issn":["0022-1082","1540-6261"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-1-star","ft50","jufo-3","norway-2","poland-200","russia-white-list-1","utd24","vabb-shw"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Journal of Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:bla:jfinan:v:28:y:1973:i:1:p:183-84","doi":null,"is_oa":false,"landing_page_url":"http://links.jstor.org/sici?sici=0022-1082%28197303%2928%3A1%3C183%3ATRBPAC%3E2.0.CO%3B2-O&origin=repec","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":5,"referenced_works":["https://openalex.org/W1503295912","https://openalex.org/W1592940997","https://openalex.org/W2056822017","https://openalex.org/W2077791698","https://openalex.org/W2584798035"],"related_works":["https://openalex.org/W2056822017","https://openalex.org/W1998866194","https://openalex.org/W7097610441","https://openalex.org/W590225875","https://openalex.org/W572750371","https://openalex.org/W134414126","https://openalex.org/W1985545902","https://openalex.org/W137417219","https://openalex.org/W566061000","https://openalex.org/W2609879341"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":5},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":5},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":6},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":4}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}