Making Americans Exercise
Quantitative Finance
Level
1
When would you want to early exercise an American call?
When you have made money on it
When the dividend payment outweighs the sum of the insurance and saved interest value
When the call is ITM
Never
When the put on the same strike/expiry has delta 0
This section requires Javascript.
You are seeing this because something didn't load right. We suggest you, (a) try
refreshing the page, (b) enabling javascript if it is disabled on your browser and,
finally, (c)
loading the
non-javascript version of this page
. We're sorry about the hassle.
0 solutions
No explanations have been posted yet. Check back later!