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

Frans De Roon, Chris Veld

Research output: Contribution to journal › Article › Research › peer-review

Cite this

@article{dbb64d91e51e4c2eb9b979adf218a49d,

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

author = "{De Roon}, Frans and Chris Veld",

year = "1996",

month = dec,

day = "1",

language = "English",

volume = "16",

pages = "71--80",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Blackwell",

number = "1",

}

TY - JOUR

T1 - Put-call parities and the value of early exercise for put options on a performance index

AU - De Roon, Frans

AU - Veld, Chris

PY - 1996/12/1

Y1 - 1996/12/1

UR - http://www.scopus.com/inward/record.url?scp=0030540183&partnerID=8YFLogxK

M3 - Article

AN - SCOPUS:0030540183

SN - 0270-7314

VL - 16

SP - 71

EP - 80

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 1

ER -