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 journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)71-80
Number of pages10
JournalJournal of Futures Markets
Volume16
Issue number1
Publication statusPublished - 1996

Cite this

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title = "Put-call parities and the value of early exercise for put options on a performance index",
author = "{de Roon}, F.A. and C.H. Veld",
note = "Pagination: 10",
year = "1996",
language = "English",
volume = "16",
pages = "71--80",
journal = "Journal of Futures Markets",
issn = "0270-7314",
publisher = "Wiley-Liss Inc.",
number = "1",

}

Put-call parities and the value of early exercise for put options on a performance index. / de Roon, F.A.; Veld, C.H.

In: Journal of Futures Markets, Vol. 16, No. 1, 1996, p. 71-80.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Put-call parities and the value of early exercise for put options on a performance index

AU - de Roon, F.A.

AU - Veld, C.H.

N1 - Pagination: 10

PY - 1996

Y1 - 1996

M3 - Article

VL - 16

SP - 71

EP - 80

JO - Journal of Futures Markets

JF - Journal of Futures Markets

SN - 0270-7314

IS - 1

ER -