Journal of Futures Markets. 1996;16(1):71-80. doi: 10.1002/(sici)1096-9934(199602)16:1<71::aid-fut4>3.0.co;2-e Q22.32025
Put-call parities and the value of early exercise for put options on a performance index
DOI: 10.1002/(sici)1096-9934(199602)16:1<71::aid-fut4>3.0.co;2-e
摘要