✦ LIBER ✦

The early exercise premia of America put options on stocks

✍ Scribed by Hyun Mo Sung

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

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 Effect of Exercise Date Uncertainty

✍ Brian A. Maris; Jo-Mae Maris; Tyler T. Yang 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 265 KB