Option Exercise Pricing

Option Exercise Pricing is a financial valuation method that determines the cost at which an option holder may purchase or sell the underlying asset upon execution of the option, distinguished from other pricing mechanisms by its focus on the predetermined strike price in relation to intrinsic and time value at the point of exercise.

190

Publications

11.6K

Citations

274

Authors

206

Institutions

Publications per year

2017–2026

8

Authors

274

  1. BJ
    Brian J. Hall

    University of Macau, Macao SAR China

    5 publications · 2K citations

    5

    h-index

  2. RS
    Richard Stanton

    University of California, Berkeley, United States

    4 publications · 163 citations

    4

    h-index

  3. FZ
    Fernando Zapatero

    University of Southern California, United States

    4 publications · 241 citations

    4

    h-index

  4. SB
    Svetlana Boyarchenko

    The University of Texas at Austin, United States

    4 publications · 549 citations

    4

    h-index

  5. SL
    Sergei Levendorskiı̌

    The University of Texas at Austin, United States

    4 publications · 363 citations

    4

    h-index

1–5 of 274

Venues

  1. SSRN Electronic Journal

    Repository · 26 publications · 874 citations

    18

    h-index

  2. The Journal of Finance

    11 publications · 1.4K citations

    11

    h-index

  3. Mathematical Finance

    11 publications · 626 citations

    10

    h-index

  4. Quantitative Finance

    9 publications · 209 citations

    9

    h-index

  5. Journal of Futures Markets

    8 publications · 109 citations

    8

    h-index

1–5