Exercise Class
We explain the ideas behind the valuation of options with early exercise features, so called American options. We also aim to clarify some popular misconceptions about when an American option should be exercised. These misconceptions seem to be prevalent among both academics and practitioners.
Year of publication: |
1999
|
---|---|
Authors: | Ahn, Hyungsok ; Wilmott, Paul |
Institutions: | Finance Research Centre, Oxford University |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Ahn, Hyungsok, (1999)
-
The Pricing of Risky Bonds: Current Models and Future Directions
Ahn, Hyungsok, (1999)
-
Value-at-Risk and Market Crashes
Hua, Philip, (1999)
- More ...