✦ LIBER ✦

Early Exercise of Put Options on Stocks

✍ Scribed by KATHRYN BARRACLOUGH; ROBERT E. WHALEY

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The early exercise premia of America put

✍ Hyun Mo Sung 📂 Article 📅 1995 🏛 Springer US 🌐 English ⚖ 598 KB

Put-call parities and the value of early

✍ De Roon, Frans; Veld, Chris 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 433 KB 👁 1 views

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

The early exercise premium in American p

✍ Malin Engström; Lars Nordén 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 108 KB

What determines early exercise of employ

✍ Tristan Boyd; Philip Brown; Alex Szimayer 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 161 KB

Executive Stock Options: Early Exercise

✍ NEIL BRISLEY 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 294 KB

Optimal exercise of executive stock opti

✍ L. C. G. Rogers; José Scheinkman 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 530 KB