Put-call parities and the value of early exercise for put options on a performance index
de Roon,F.A. Veld,C.H.
de Roon,F.A.
Veld,C.H.
Abstract
Description
Pagination: 10
Date
1996
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Research Projects
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Citation
de Roon, F A & Veld, C H 1996, 'Put-call parities and the value of early exercise for put options on a performance index', Journal of Futures Markets, vol. 16, no. 1, pp. 71-80.