Early Exercise of Put Options on Stocks
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.2012.01752.x/fullpdf
Reference18 articles.
1. Stock option contract adjustments: The case of special dividends;Barraclough;Journal of Financial Markets,2012
2. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
3. Does net buying pressure affect the shape of implied volatility functions?;Bollen;Journal of Finance,2004
4. Option pricing: A simplified approach;Cox;Journal of Financial Economics,1979
5. The rationality of early exercise decisions: Evidence from the S&P 100 index options market;Diz;Review of Financial Studies,1993
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