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

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Name	Research memorandum / Tilburg University, Faculty of Economics
Volume	FEW 639

Keywords

@book{fe78b828fae34ccdb7b8bd92b6b754ef,

title = "Put-call parities and the value of early exercise for put options on a performance index",

keywords = "Futures Markets, finance",

author = "{de Roon}, F.A. and C.H. Veld",

note = "Pagination: 13, v",

year = "1994",

language = "English",

volume = "FEW 639",

series = "Research memorandum / Tilburg University, Faculty of Economics",

publisher = "Unknown Publisher",

}

TY - BOOK

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: 13, v

PY - 1994

Y1 - 1994

KW - Futures Markets

KW - finance

M3 - Report

VL - FEW 639

T3 - Research memorandum / Tilburg University, Faculty of Economics

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

PB - Unknown Publisher

ER -