𝔖 Bobbio Scriptorium
✦   LIBER   ✦

THE EARLY EXERCISE PREMIUM REPRESENTATION OF FOREIGN MARKET AMERICAN OPTIONS

✍ Scribed by Marek Rutkowski


Book ID
111042977
Publisher
John Wiley and Sons
Year
1994
Tongue
English
Weight
577 KB
Volume
4
Category
Article
ISSN
0960-1627

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


An empirical investigation of the early
✍ Philippe Jorion; Neal M. Stoughton πŸ“‚ Article πŸ“… 1989 πŸ› John Wiley and Sons 🌐 English βš– 725 KB

on traders are aware that M American-type option is generally worth more than 0 a European-type option because of the potential for exercise at any time until expiration of the contract. This difference may be termed the early exercise premium. Only recently has it become possibie to empirically me