haku: @journal_id 62 / yhteensä: 680
viite: 232 / 680
| Tekijä: | Blomeyer, E. C. Johnson, H. |
| Otsikko: | An empirical examination of the pricing of American put options. |
| Lehti: | Journal of Financial and Quantitative Analysis
1988 : MAR, VOL. 23:1, p. 13-22 |
| Asiasana: | PUT OPTIONS |
| Kieli: | eng |
| Tiivistelmä: | An ex post performance test to compare the accuracy of an American put model to a European model for valuing listed options. The Geske-Johnson model. Methodology and results. The Black- -Scholes model. Two Figures and two Tables illustrate the study. |
SCIMA