Directly measuring early exercise premiums using American and European S&P 500 Index options
Year of publication: |
2003
|
---|---|
Authors: | Dueker, Michael ; Miller, Thomas W. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 23.2002, 3, p. 287-313
|
Subject: | Index-Futures | Index futures | Geld-Brief-Spanne | Bid-ask spread | Wertpapierhandel | Securities trading | USA | United States |
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