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

Marc Chesney; Jean Lefoll

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

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Reports

Domain :

Humanities and Social Sciences / Economics and Finance / Economy and decision science

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https://hal-hec.archives-ouvertes.fr/hal-00602723
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Thursday, June 23, 2011 - 12:15:31 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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

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

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