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

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@article{1e506d8fb5c84b339087b1cc3915e3b0,

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

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

note = "Pagination: 10",

year = "1996",

language = "English",

volume = "16",

pages = "71--80",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "1",

}