✦ LIBER ✦

Taxation and the Early Exercise of Call Options

✍ Scribed by Karen Alpert

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Rational early exercise of call options:

✍ Grace Phang; Rob Brown 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 180 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.

Early Exercise of Put Options on Stocks

✍ KATHRYN BARRACLOUGH; ROBERT E. WHALEY 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 666 KB

Optimal exercise policies for call optio

✍ Katsushige Sawaki 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 366 KB

Nonparametric estimation of American opt

✍ Mark Broadie; Jérôme Detemple; Eric Ghysels; Olivier Torrès 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 579 KB

THE EARLY EXERCISE PREMIUM REPRESENTATIO

✍ Marek Rutkowski 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 577 KB