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The early exercise premium in American put option prices
Engström, Malin; Nordén, Lars - In: Journal of multinational financial management 10 (2000) 3/4, pp. 461-479
Persistent link: https://www.econbiz.de/10001532724
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The early exercise premium in American put option prices
Engström, Malin - In: Essays on equity options, (pp. 69-96). 2001
Persistent link: https://www.econbiz.de/10001755348
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Rational call option exercise on the Swedish market
Engström, Malin - In: Essays on equity options, (pp. 97-125). 2001
Persistent link: https://www.econbiz.de/10001755352
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Do Swedes smile? : On implied volatility functions
Engström, Malin - In: Essays on equity options, (pp. 127-161). 2001
Persistent link: https://www.econbiz.de/10001755354
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Essays on equity options
Engström, Malin - 2001
Persistent link: https://www.econbiz.de/10001732063
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Do Swedes smile? : On implied volatility functions
Engström, Malin - In: Journal of multinational financial management 12 (2002) 4/5, pp. 285-304
Persistent link: https://www.econbiz.de/10001708133
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Empirical evidence of biases in the black-scholes option pricing formula : a transactions data analysis of Swedish OMX-index call and put options
Hansson, Björn A.; Hördahl, Peter; Nordén, Lars - 1995
Persistent link: https://www.econbiz.de/10000921597
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Option happiness and liquidity : is the dynamics of the volatility smirk affected by relative option liquidity?
Nordén, Lars; Xu, Caihong - In: The journal of futures markets 32 (2012) 1, pp. 47-74
Persistent link: https://www.econbiz.de/10010218059