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On the expected payoff and true probability of exercise of European options

Shackleton, M B and Wojakowski, R M (1999) On the expected payoff and true probability of exercise of European options. Working Paper. The Department of Accounting and Finance, Lancaster University.

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Item Type: Monograph (Working Paper)
Subjects: UNSPECIFIED
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 48589
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 22:01
Refereed?: No
Published?: Published
Last Modified: 27 Jul 2012 01:10
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/48589

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