✦ LIBER ✦

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

✍ Scribed by De Roon, Frans; Veld, Chris

Publisher: John Wiley and Sons
Year: 1996
Tongue: English
Weight: 433 KB
Volume: 16
Category: Article
ISSN: 0270-7314
DOI: 10.1002/(sici)1096-9934(199602)16:1<71::aid-fut4>3.0.co;2-e

No coin nor oath required. For personal study only.

✦ Synopsis

Still other put-call parities can be derived if it is assumed, for instance, that discrete dividend payments are made.

📜 SIMILAR VOLUMES

Put-call-futures parity and arbitrage op

Put-call-futures parity and arbitrage opportunity in the market for options on gold futures contracts

✍ Richard A. Followill; Billy P. Helms 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 912 KB

long the reigning market for gold futures contracts, T introduced gold futures options in October of 1982. Immediate, sustained interest in the new contracts created a liquid market for options on COMEX gold futures contracts.' Trading in gold futures options occurs in close proximity to trading in