Non-parametric American option valuation using Cressie-Read divergences
Year of publication: |
May 2017
|
---|---|
Authors: | Alcock, Jamie ; Smith, Godfrey |
Published in: |
Australian journal of management. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0312-8962, ZDB-ID 609380-2. - Vol. 42.2017, 2, p. 252-275
|
Subject: | American options | Cressie-Read family | non-parametric methods | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics |
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