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

Accounting and Finance

Research output: Working paper

Published

Standard

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

Research output: Working paper

Harvard

Shackleton, MB & Wojakowski, RM 1999 'On the expected payoff and true probability of exercise of European options' Accounting and Finance Working Paper Series, The Department of Accounting and Finance, Lancaster University.

APA

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

Vancouver

Shackleton MB , Wojakowski RM. On the expected payoff and true probability of exercise of European options. Lancaster University: The Department of Accounting and Finance. 1999. (Accounting and Finance Working Paper Series).

Author

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

Bibtex

@techreport{9989c600c9d2419f884e77f748e70295,

title = "On the expected payoff and true probability of exercise of European options",

author = "Shackleton, {M B} and Wojakowski, {R M}",

year = "1999",

language = "English",

series = "Accounting and Finance Working Paper Series",

publisher = "The Department of Accounting and Finance",

type = "WorkingPaper",

institution = "The Department of Accounting and Finance",

}

RIS

TY - UNPB

T1 - On the expected payoff and true probability of exercise of European options

AU - Shackleton, M B

AU - Wojakowski, R M

PY - 1999

Y1 - 1999

M3 - Working paper

T3 - Accounting and Finance Working Paper Series

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

PB - The Department of Accounting and Finance

CY - Lancaster University

ER -

Research