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

F.A. de Roon and Chris Veld ()
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F.A. de Roon: Tilburg University, Faculty of Economics

No FEW 639, Research Memorandum from Tilburg University, School of Economics and Management

Keywords: Futures Markets; finance (search for similar items in EconPapers)
Date: 1994
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Journal Article: Put‐call parities and the value of early exercise for put options on a performance index (1996) Downloads
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