POCHEA, Maria-Miruna; FILIP, Angela-Maria - In: Finante - provocarile viitorului (Finance - Challenges … 1 (2011) 13, pp. 188-197
Within this paper, we proposed ourselves to test whether the early exercise premium for American put options is related to the moneyness, the time to maturity, the risk free rate and the volatility. Consequently, we used American put options on DESIF5 futures, the period analized being January...