The Early Exercise Premium for American Options. Empirical Study on Sibex Market
Year of publication: |
2011
|
---|---|
Authors: | POCHEA, Maria-Miruna ; FILIP, Angela-Maria |
Published in: |
Finante - provocarile viitorului (Finance - Challenges of the Future). - Facultatea de Economie şi Administrarea Afacerilor, ISSN 1583-3712. - Vol. 1.2011, 13, p. 188-197
|
Publisher: |
Facultatea de Economie şi Administrarea Afacerilor |
Subject: | american options | put-call parity relationship | valuation model |
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