Early exercise and investor sentiment
碩士 === 國立交通大學 === 財務金融研究所 === 107 === This paper considers the early exercise problem of American options with the assumption that investors may be irrational, expressed with stock sentiment and option sentiment. Given the formulae of European options with sentiments, we first employ the static hedg...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/fphe6g |