Put-call parities and the value of early exercise for put options on a performance index
De Roon, Frans, Veld, ChrisVolume:
16
Language:
english
Pages:
10
Journal:
Journal of Futures Markets
DOI:
10.1002/(sici)1096-9934(199602)16:13.0.co;2-e
Date:
February, 1996
File:
PDF, 433 KB
english, 1996