Nonparametric American option pricing
Year of publication: |
2008
|
---|---|
Authors: | Alcock, Jamie ; Carmichael, Trent |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 8, p. 717-748
|
Subject: | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory | USA | United States |
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