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: Book/ReportReportProfessional

415 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
VolumeFEW 639
Publication statusPublished - 1994

Publication series

NameResearch memorandum / Tilburg University, Faculty of Economics
VolumeFEW 639

Keywords

  • Futures Markets
  • finance

Cite this

de Roon, F. A., & Veld, C. H. (1994). Put-call parities and the value of early exercise for put options on a performance index. (Research memorandum / Tilburg University, Faculty of Economics; Vol. FEW 639). Unknown Publisher.