Predicting premature exercice of an American put on stocks: theory and empirical evidence - HEC Paris - École des hautes études commerciales de Paris Access content directly
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Predicting premature exercice of an American put on stocks: theory and empirical evidence

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

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Economy and decision science

Antoine Haldemann  : Connect in order to contact the contributor

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

Submitted on : Thursday, June 23, 2011-12:15:31 PM

Last modification on : Friday, March 24, 2023-2:52:54 PM

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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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