Predicting premature exercise of an American put on stocks: theory and empirical evidence

ISSN： 1466-4364

Source： The European Journal of Finance, Vol.2, Iss.1, 1996-03, pp. : 21-39

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 empirical model for durations in stocks

By Simonsen Ola

Annals of Finance, Vol. 3, Iss. 2, 2007-03 ,pp. : 241-255

Springer Publishing Company

Access to resources Recommend Favorite

Asset pricing with disequilibrium price adjustment: theory and empirical evidence

By Lee Cheng-Few Tsai Chiung-Min Lee Alice C.

Quantitative Finance, Vol. 13, Iss. 2, 2013-02 ,pp. : 227-239

Routledge Ltd

Access to resources Recommend Favorite

New Evidence on Sources of Leverage Effects in Individual Stocks

Financial Review, Vol. 50, Iss. 3, 2015-08 ,pp. : 331-340

John Wiley & Sons Inc

Access to resources Recommend Favorite

On the perpetual American put options for level dependent volatility models with jumps

By Bayraktar Erhan

Quantitative Finance, Vol. 11, Iss. 3, 2011-03 ,pp. : 335-341

Routledge Ltd

Access to resources Recommend Favorite

On the analytical/numerical pricing of American put options against binomial tree prices

By Joshi Mark Staunton Mike

Quantitative Finance, Vol. 12, Iss. 1, 2012-01 ,pp. : 17-20

Routledge Ltd

Access to resources Recommend Favorite