A note on rational call option exercise
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference9 articles.
1. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
2. Rational early exercise of equity and index options: The impact of market frictions;Dawson;Journal of Business Finance & Accounting,1996
3. The rationality of early exercise decisions: Evidence from the S&P 100 index options market;Diz;The Review of Financial Studies,1993
4. Early exercise of American put options: Investor rationality on the Swedish equity options market;Engström;The Journal of Futures Markets,2000
5. An empirical analysis of common stock call exercise: A note;Finucane;Journal of Banking and Finance,1997
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