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

Research output: Contribution to journal › Article › Academic

6 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	71-80
Number of pages	10
Journal	The Journal of Futures Markets
Publication status	Published - 1996

Research programs

@article{1c4a114240014c6ab30898c8626d826a,

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

author = "\{de Roon\}, FA and C Veld",

year = "1996",

language = "Undefined/Unknown",

pages = "71--80",

journal = "The Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

}