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Put-call parities and the value of early exercise for put options on a performance index
Roon, Frans de, (1996)
An empirical investigation of the factors that determine the pricing of Dutch index warrants
Roon, Frans de, (1994)
Click funds in the Netherlands : the how and why of an index-linked financial innovation
Smid, Peter, (1998)
Hedging pressure effects in futures markets
Roon, Frans de, (2000)
A study on the efficiency of the market for Dutch long-term call options
Roon, Frans de, (1998)
An empirical analysis of the hedging effectiveness of currency futures
Jong, Abe de, (1995)