Put‐call parities and the value of early exercise for put options on a performance index

Frans De Roon and Chris Veld

Journal of Futures Markets, 1996, vol. 16, issue 1, 71-80

Date: 1996
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Working Paper: Put-call parities and the value of early exercise for put options on a performance index (1994)
Working Paper: Put-call parities and the value of early exercise for put options on a performance index (1994)
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