An American Call Is Worth More Than a European Call: The Value of American Exercise When the Market Is Not Perfectly Liquid.
| Autor: | Figlewski, Stephen1 (AUTHOR) sfiglews@stern.nyu.edu |
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| Zdroj: | Journal of Financial & Quantitative Analysis. May2022, Vol. 57 Issue 3, p1023-1057. 35p. |
| Databáze: | Business Source Ultimate |
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