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

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

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