Original language | English |
---|---|
Pages (from-to) | 71-80 |
Number of pages | 10 |
Journal | Journal of Futures Markets |
Volume | 16 |
Issue number | 1 |
Publication status | Published - 1996 |
Put-call parities and the value of early exercise for put options on a performance index
F.A. de Roon, C.H. Veld
Research output: Contribution to journal › Article › Scientific › peer-review
5
Citations
(Scopus)