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Put-call parities and the value of early exercise for put options on a performance index
Roon, Frans de, (1996)
Click funds in the Netherlands : the how and why of an index-linked financial innovation
Smid, Peter, (1998)
An empirical investigation of observed smile patterns
Heynen, Ronald C., (1994)
An empirical analysis of the hedging effectiveness of currency futures
Jong, Abe de, (1995)
Analyzing specification errors in models for future risk premia with hedging pressures
Roon, Frans de, (1997)
A study on the efficiency of the market for Dutch long term call options