Directly measuring early exercise premiums using American and European S&P 500 index options

Journal of Futures Markets

Volumn 23, Issue 3, 2003, Pages 287-313

  Dueker, Michael ^b   Miller Jr , Thomas W ^a  

^a WASHINGTON UNIVERSITY IN ST LOUIS   (United States)

^b FEDERAL RESERVE BANK OF ST LOUIS   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0037281127     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.10063     Document Type: Article

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