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Early exercise of American put options : investor rationality on the Swedish equity options market
Engström, Malin; Nordén, Lars; Strömberg, Anders - In: The journal of futures markets 20 (2000) 2, pp. 167-188
Persistent link: https://www.econbiz.de/10001447780
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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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Hedging performance of the Swedish OMX stock index options : can the OMX-index be approximated by a portfolio of fewer stocks?
Nordén, Lars; Strömberg, Anders - 1995
Persistent link: https://www.econbiz.de/10000916218
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An empirical examination of the exercise pattern at the Swedish equity options market
Engström, Malin - In: Essays on equity options, (pp. 13-39). 2001
Persistent link: https://www.econbiz.de/10001755338
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Early exercise of American put options : investor rationality on the Swedish equity options market
Engström, Malin - In: Essays on equity options, (pp. 41-67). 2001
Persistent link: https://www.econbiz.de/10001755344
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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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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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A note on rational call option exercise
Engström, Malin - In: The journal of futures markets 22 (2002) 5, pp. 471-482
Persistent link: https://www.econbiz.de/10001678520