Put-call parities and the value of early exercise for put options on a performance index
| Year of publication: |
1994
|
|---|---|
| Authors: | de Roon, F.A. ; Veld, C.H. |
| Institutions: | Tilburg University, School of Economics and Management |
| Subject: | Futures Markets | finance |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Research memorandum / Tilburg University, Faculty of Economics Number FEW 639 |
| Classification: | G13 - Contingent Pricing; Futures Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10011086936