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Early exercise of American put options: Investor rationality on the Swedish equity options market

✍ Scribed by Malin Engström; Lars Nordén; Anders Strömberg

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the Early Exercise Boundary of the Am

✍ Ostrov, Daniel N.; Goodman, Jonathan 📂 Article 📅 2002 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 153 KB

The early exercise premia of America put

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THE EARLY EXERCISE PREMIUM REPRESENTATIO

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Still other put-call parities can be derived if it is assumed, for instance, that discrete dividend payments are made.

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CONVEXITY OF THE EXERCISE BOUNDARY OF TH

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