Early exercise decision in American options with dividends, stochastic volatility, and jumps
Antonio Cosma, Stefano Galluccio, Paola Pederzoli, and Olivier Scaillet
| Year of publication: |
2020
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|---|---|
| Authors: | Cosma, Antonio ; Galluccio, Stefano ; Pederzoli, Paola ; Scaillet, Olivier |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 55.2020, 1, p. 331-356
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| Subject: | Optionsgeschäft | Option trading | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | USA | United States | 1996-2012 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109018001229 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012195573