On the expected payoff and true probability of exercise of European options

Author： Shackleton Mark   Wojakowski Rafał  

Publisher： Routledge Ltd

ISSN： 1466-4291

Source： Applied Economics Letters, Vol.8, Iss.4, 2001-04, pp. : 269-271

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

An Early‐Exercise‐Probability Perspective of American Put Options in the Low‐Interest‐Rate Era

By  

THE JOURNAL OF FUTURES MARKETS, Vol. 35, Iss. 12, 2015-12 ,pp. : 1154-1172

John Wiley & Sons Inc

Access to resources Recommend Favorite

Early Exercise of Put Options on Stocks

By  

THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 4, 2012-08 ,pp. : 1423-1456

John Wiley & Sons Inc

Access to resources Recommend Favorite

Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts

By Clements Michael  

Empirical Economics, Vol. 31, Iss. 1, 2006-03 ,pp. : 49-64

Springer Publishing Company

Access to resources Recommend Favorite

Executive Stock Options: Early Exercise Provisions and Risk‐taking Incentives

By  

THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 5, 2006-10 ,pp. : 2487-2509

John Wiley & Sons Inc

Access to resources Recommend Favorite

Executive Stock Options: Early Exercise Provisions and Risk‐taking Incentives

By  

THE JOURNAL OF FINANCE, Vol. 61, Iss. 5, 2006-10 ,pp. : 2487-2509

John Wiley & Sons Inc

Access to resources Recommend Favorite