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Early Exercise of Put Options on Stocks

Author

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  • KATHRYN BARRACLOUGH
  • ROBERT E. WHALEY

Abstract

No abstract is available for this item.

Suggested Citation

  • Kathryn Barraclough & Robert E. Whaley, 2012. "Early Exercise of Put Options on Stocks," Journal of Finance, American Finance Association, vol. 67(4), pages 1423-1456, August.
  • Handle: RePEc:bla:jfinan:v:67:y:2012:i:4:p:1423-1456
    DOI: j.1540-6261.2012.01752.x
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    File URL: http://hdl.handle.net/10.1111/j.1540-6261.2012.01752.x
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    Citations

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    Cited by:

    1. Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2014. "What makes individual investors exercise early? Empirical evidence from the fixed-income market," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe 15, University of Passau, Faculty of Business and Economics.
    2. Jensen, Mads Vestergaard & Pedersen, Lasse Heje, 2016. "Early option exercise: Never say never," Journal of Financial Economics, Elsevier, vol. 121(2), pages 278-299.
    3. Chockalingam, Arun & Feng, Haolin, 2015. "The implication of missing the optimal-exercise time of an American option," European Journal of Operational Research, Elsevier, vol. 243(3), pages 883-896.
    4. Antonio Cosma & Stefano Galluccio & Paola Pederzoli & O. Scaillet, 2016. "Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps," Swiss Finance Institute Research Paper Series 16-73, Swiss Finance Institute.
    5. Antonio Cosma & Stefano Galluccio & Paola Pederzoli & O. Scaillet, "undated". "Valuing American Options Using Fast Recursive Projections," Swiss Finance Institute Research Paper Series 12-26, Swiss Finance Institute.
    6. repec:eee:dyncon:v:80:y:2017:i:c:p:75-100 is not listed on IDEAS
    7. Eickholt, Mathias, 2014. "Behavioral financial engineering in the fixed-income market: The influence of the coupon structure," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe 16, University of Passau, Faculty of Business and Economics.
    8. Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2014. "Individual investors and suboptimal early exercises in the fixed-income market," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe 14, University of Passau, Faculty of Business and Economics.

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