Nonparametric estimation of American options' exercise boundaries and call prices
Year of publication: |
2000
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Authors: | Broadie, Mark ; Detemple, Jérôme ; Ghysels, Eric ; Torrès, Olivier |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 24.2000, 11, p. 1829-1858
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