Why are the prices of European‐style derivatives greater than the prices of American‐style derivatives?
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DOI: 10.1002/fut.22322
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- Weihan Li & Jin E. Zhang & Xinfeng Ruan & Pakorn Aschakulporn, 2024. "An empirical study on the early exercise premium of American options: Evidence from OEX and XEO options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(7), pages 1117-1153, July.
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