𝔖 Bobbio Scriptorium
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A call for a rational nomenclature

✍ Scribed by Jan Klein


Book ID
103582169
Publisher
Elsevier Science
Year
1981
Tongue
English
Weight
287 KB
Volume
2
Category
Article
ISSN
0167-5699

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A note on rational call option exercise
✍ Malin EngstrΓΆm πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 92 KB

## Abstract Using Swedish equity option data, the rationality in the exercise of American call options is analyzed to see how well it complies with the theoretical exercise rules. Although the exercise behavior appears to be rational overall, several cases of both faulty exercise and failure to exe