Work

The early exercise premium in American put option prices

Year: 2000

Type: article

Source: Journal of Multinational Financial Management

DOI: 10.1016/s1042-444x(00)00025-6

Authors: Malin Engström, Lars Nordén

Institution: Stockholm University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Stockholms Universitet

OpenAlex ID: W2004512089

FWCI: 1.614

Cites: 30

Cited by: 18

Related to: 10