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

413 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.
de Roon, F.A. ; Veld, C.H. / Put-call parities and the value of early exercise for put options on a performance index. Unknown Publisher, 1994. (Research memorandum / Tilburg University, Faculty of Economics).
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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",

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de Roon, FA & Veld, CH 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, vol. FEW 639, Unknown Publisher.

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

Unknown Publisher, 1994. (Research memorandum / Tilburg University, Faculty of Economics; Vol. FEW 639).

Research output: Book/ReportReportProfessional

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 -

de Roon FA, Veld CH. Put-call parities and the value of early exercise for put options on a performance index. Unknown Publisher, 1994. (Research memorandum / Tilburg University, Faculty of Economics).