Serving the Quantitative Finance Community

 
User avatar
finalguy
Topic Author
Posts: 0
Joined: April 10th, 2006, 5:46 am

another question about put-call relation

October 9th, 2006, 5:41 pm

can I use call implied parameters to price a put option?
 
User avatar
amit7ul
Posts: 0
Joined: December 7th, 2004, 8:36 am

another question about put-call relation

October 10th, 2006, 10:32 am

yes. on a superficial level and under ordinary circumstances(not a crash)option vol is defined on a surface parametrized by strike and tenor, there is no mention of call/put.