Put-Call Parities and the Value of Early Exercise for Put Options on a Performance Index

FA de Roon, CH Veld

Research output: Contribution to journal › Article › Academic

Original language	Undefined/Unknown
Pages (from-to)	71-80
Number of pages	10
Journal	The Journal of Futures Markets
Volume	16
Issue number	1
DOIs	https://doi.org/10.1002/(SICI)1096-9934(199602)16:1<71::AID-FUT4>3.0.CO;2-E
Publication status	Published - 1996
Externally published	Yes

Research programs

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title = "Put-Call Parities and the Value of Early Exercise for Put Options on a Performance Index",

author = "{de Roon}, FA and CH Veld",

year = "1996",

doi = "10.1002/(SICI)1096-9934(199602)16:1<71::AID-FUT4>3.0.CO;2-E",

language = "Undefined/Unknown",

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pages = "71--80",

journal = "The Journal of Futures Markets",

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}

TY - JOUR

T1 - Put-Call Parities and the Value of Early Exercise for Put Options on a Performance Index

AU - de Roon, FA

AU - Veld, CH

PY - 1996

Y1 - 1996

U2 - 10.1002/(SICI)1096-9934(199602)16:1<71::AID-FUT4>3.0.CO;2-E

DO - 10.1002/(SICI)1096-9934(199602)16:1<71::AID-FUT4>3.0.CO;2-E

M3 - Article

SN - 0270-7314

VL - 16

SP - 71

EP - 80

JO - The Journal of Futures Markets

JF - The Journal of Futures Markets

IS - 1

ER -