An empirical study on the early exercise premium of American options : evidence from OEX and XEO options
Weihan Li, Jin E. Zhang, Xinfeng Ruan, Pakorn Aschakulporn
| Year of publication: |
2024
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|---|---|
| Authors: | Li, Weihan ; Zhang, Jin E. ; Ruan, Xinfeng ; Aschakulporn, Pakorn |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 44.2024, 7, p. 1117-1153
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| Subject: | American-style | early exercise premium | European-style | liquidity | OEX | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22508 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014553955