Put-call parities and the value of early exercise for put options on a performance index
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Bibliographic InfoPaper provided by Tilburg University, Faculty of Economics and Business Administration in its series Research Memorandum with number 639.
Date of creation: 1994
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Web page: http://www.tilburguniversity.edu/nl/over-tilburg-university/schools/economics-and-management/
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- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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