Predicting premature exercice of an American put on stocks: theory and empirical evidence - Archive ouverte HAL Access content directly
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Predicting premature exercice of an American put on stocks: theory and empirical evidence

(1) ,
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Marc Chesney
  • Function : Author
Groupement de Recherche et d'Etudes en Gestion à HEC
Jean Lefoll
  • Function : Author

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Humanities and Social Sciences Economics and Finance Economy and decision science

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https://hal-hec.archives-ouvertes.fr/hal-00602723

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-00602723 , version 1 (23-06-2011)

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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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