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

Publisher: John Wiley & Sons Inc

E-ISSN: 1096-9934|35|12|1154-1172

ISSN: 0270-7314

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

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Abstract