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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 : Predicting premature exercice American stocks
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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 : Saturday, June 25, 2022 - 10:52:24 AM

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  • HAL Id : hal-00602723, version 1

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

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