THE EARLY EXERCISE PREMIUM FOR AMERICAN OPTIONS. EMPIRICAL STUDY ON SIBEX MARKET

THE EARLY EXERCISE PREMIUM FOR AMERICAN OPTIONS. EMPIRICAL STUDY ON SIBEX MARKET

Bibliographic Details
Main Authors:	Maria-Miruna POCHEA, Angela-Maria FILIP
Format:	Article
Language:	English
Published:	Universitaria Publishing House 2011-11-01
Series:	Finanţe: Provocările viitorului
Online Access:	http://www.financejournal.ro/fisiere/revista/1528946333013-25.pdf

Similar Items

IDENTIFYING ARBITRAGE OPPORTUNITIES ON SIBEX MARKET
by: Maria-Miruna POCHEA, et al.
Published: (2012-11-01)

OPTIONS EVALUATION - BLACK-SCHOLES MODEL VS. BINOMIAL OPTIONS PRICING MODEL
by: Ioan TRENCA, et al.
Published: (2010-11-01)

Estimating the Early Exercise Premium of American Put Index Options
by: Doffou, Ako
Published: (2009)

Estimating the Early Exercise Premium of American Put Index Options
by: Ako Doffou
Published: (2009-03-01)

Risk premium in futures markets : an empirical investigation /
by: 275335 Raynauld, Jacques, et al.

Valuing the premium in Chinese stock markets using exchange options
by: Curley, Peter J. (Peter Joseph)
Published: (2009)

Illiquidity Premium and Monetary Conditions in Emerging Markets: An Empirical Examination of Taiwan Stock Markets
by: Chia-Cheng Chen, et al.
Published: (2019-12-01)

Illiquidity Premium and Monetary Conditions in Emerging Markets: An Empirical Examination of Taiwan Stock Markets
by: Chia-Cheng Chen, et al.
Published: (2019-12-01)

Illiquidity Premium and Monetary Conditions in Emerging Markets: An Empirical Examination of Taiwan Stock Markets
by: Chia-Cheng Chen, et al.
Published: (2019-12-01)

An Alternative Numerical Scheme to Approximate the Early Exercise Boundary of American Options
by: Denis Veliu, et al.
Published: (2022-12-01)

The impact of market imperfections on stock prices : an empirical analysis of AH price premium in China
by: Hu, Xinmai, et al.
Published: (2020)

Latin American iShares: Prices And Premiums
by: Javier Rodríguez
Published: (2014-11-01)

Volatility Risk Premium, Return Predictability, and ESG Sentiment: Evidence from China’s Spots and Options’ Markets
by: Zhaohua Liu, et al.
Published: (2022-01-01)

Size premium, value premium and market timing: evidence from an emerging economy
by: Syed Haroon Rashid, et al.
Published: (2018-09-01)

When Are Real Options Exercised? An Empirical Study of Mine Closings
by: Tufano, P, et al.
Published: (2002)

Analyzing the Dynamics of the Romanian M&A Market. Empirical Evidence Regarding the Premiums Paid in Transactions
by: George-Marian AEVOAE
Published: (2024-04-01)

A Fuzzy System for Estimating Premium Cost of Option Exchange Using Mamdani Inference: Derivatives Market of Mexico
by: M. Muñoz, et al.
Published: (2017-01-01)

The value premium in the Vietnamese equity market
by: Le Quy Duong
Published: (2024-02-01)

Profitability premium in China stock markets.
by: He, Jiaxin., et al.
Published: (2013)

“Beauty” premium for social scientists but “unattractiveness” premium for natural scientists in the public speaking market
by: Weilong Bi, et al.
Published: (2020-10-01)

Adaptive algorithm for solution of early exercise boundary problem of American put option implemented in Mathematica
by: Lukáš Ladislav
Published: (2017-01-01)

The premium on acquisition in South African mergers: An empirical evaluation
by: J. F. Affleck-Graves, et al.
Published: (1988-12-01)

Height premiums for seaside community condominiums : an empirical analysis
by: Loker, Randall (Randall David)
Published: (2006)

American options in an imperfect complete market with default
by: Dumitrescu Roxana, et al.
Published: (2018-01-01)

Reaction of bond markets to CEO option exercises
by: Swetha Balachandran, et al.
Published: (2011)

Dividend month premium in the Korean stock market
by: Bonha Koo, et al.
Published: (2020-11-01)

Reshaping of premium segment in global automotive market
by: Marković Dušan, et al.
Published: (2021-01-01)

Essays on the risk premium in the U.S. financial market
by: SaitÅ , Makoto
Published: (2005)

Green buildings cost premium: a review of empirical evidence
by: Dwaikat, Luay N., et al.
Published: (2016)

Determinants of the Forward Premium in the Nord Pool Electricity Market
by: Erik Haugom, et al.
Published: (2020-03-01)

Value and small firm premiums in the South African market
by: S. Hammar
Published: (2014-12-01)

Business Cycle and Risk Premium in the Colombian Stock Market
by: Andrés Mauricio Gómez Sánchez, et al.
Published: (2013-11-01)

Does the value premium exist in Vietnam stock market?
by: Võ Xuân Vinh, et al.
Published: (2020-08-01)

Retracted: Optimization of Tourism Real Estate Development Project Based on Option Premium Model
by: Discrete Dynamics in Nature and Society
Published: (2023-01-01)

What should be the basis for compulsory and optional health insurance premiums? Opinions of Swiss doctors
by: Anne-Sophie Jannot, et al.
Published: (2014-01-01)

Analyzing Risk Premiums in the Brazilian Power Market: A Quantitative Study
by: Tarjei Kristiansen
Published: (2023-11-01)

Saving Whilst Gambling: An Empirical Analysis of U.K. Premium Bonds
by: Tufano, P
Published: (2008)

The impact of anchor characteristics on consumers’ willingness to pay a premium for food—an empirical study
by: Zhou Maojie
Published: (2023-09-01)

Premium, pertalite or pertamax: an empirical study of Alchian-Allen phenomenon on gasoline consumer behavior
by: Nur Laila Widyastuti, et al.
Published: (2019-08-01)

International trade in GMOs: have markets paid premiums on Brazilian soybeans?
by: Paulo Ricardo Silva Oliveira, et al.
Published: (2020-04-01)