Put-Call Parities and the Value of Early Exercise for Put Options on a Performance Index
| Year of publication: |
1996
|
|---|---|
| Authors: | Roon, Frans De ; Veld, Chris |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 16.1996, 1, p. 71-80
|