Browse OFOR Working Paper Series by Author "Serbin, Vitaly"

  • Poteshman, Allen M.; Serbin, Vitaly (Office for Futures and Options Research, Department of Agricultural Economics, College of Agricultural, Consumer, and Environmental Sciences at the University of Illinois at Urbana-Champaign, 2001-08)
    This paper analyzes the early exercise of Chicago Board Options Exchange listed calls by different classes of investors over the 1996-1999 period. We present two main findings. First, there are a large number of early ...

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