Predicting premature exercise of an American put on stocks : theory and empirical evidence
Marc Chesney and Jean Lefoll
| Year of publication: |
1996
|
|---|---|
| Authors: | Chesney, Marc |
| Other Persons: | Lefoll, Jean (contributor) |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 2.1996, 1, p. 21-39
|
| Subject: | Derivat | Derivative | USA | United States | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001205314