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, School of Economics and Management

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