Skip to Main content Skip to Navigation
Reports

Predicting premature exercice of an American put on stocks: theory and empirical evidence

Marc Chesney 1 Jean Lefoll
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
keyword : stocks American premature exercice Predicting
Document type :
Reports
Complete list of metadata
https://hal-hec.archives-ouvertes.fr/hal-00602723
Contributor : Antoine Haldemann <>
Submitted on : Thursday, June 23, 2011 - 12:15:31 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

Identifiers

  • HAL Id : hal-00602723, version 1

Collections

HEC | PARISTECH | CNRS | LARA

Citation

Marc Chesney, Jean Lefoll. Predicting premature exercice of an American put on stocks: theory and empirical evidence. 1996. ⟨hal-00602723⟩

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Record views

252