𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Hoeganaes exercises call option


Book ID
117181489
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
484 KB
Volume
55
Category
Article
ISSN
0026-0657

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πŸ“œ SIMILAR VOLUMES


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