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/ReportReport

Original languageEnglish
PublisherUnknown Publisher
VolumeFEW 639
Publication statusPublished - 1994

Publication series

NameResearch memorandum / Tilburg University, Faculty of Economics
VolumeFEW 639

Keywords

  • Futures Markets
  • finance

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