𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The world ex ante risk premium: an empirical investigation

✍ Scribed by Barbara Ostdiek

Book ID
117427913
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
251 KB
Volume
17
Category
Article
ISSN
0261-5606

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

An empirical investigation of the early
An empirical investigation of the early exercise premium of foreign currency options
✍ 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