Malin Engstrom

Stockholm University - School of Business

Department of Corporate Finance

S-106 91 Stockholm

Sweden

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Early Exercise of American Put Options: Investor Rationality on the Swedish Equity Options Market

Journal of Futures Market , Vol. 20, pp. 167-188, 2000
Posted: 22 Nov 2003
Malin Engstrom and Lars L. Norden
Stockholm University - School of Business and Stockholm University - Stockholm Business School

Abstract:

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American put options, Early exercise, Investor rationality

2.

The Early Exercise Premium in American Put Option Prices

Journal of Multinational Financial Management, Vol. 10, p. 461-479, 2000
Posted: 12 Nov 2003
Malin Engstrom and Lars L. Norden
Stockholm University - School of Business and Stockholm University - Stockholm Business School

Abstract:

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Early exercise premium, American put options, Modified control variate technique