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American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars - In: Journal of empirical finance 18 (2011) 5, pp. 880-902
Persistent link: https://www.econbiz.de/10009492526
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Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars - In: Journal of empirical finance 12 (2005) 4, pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
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Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars - In: Journal of empirical finance 12 (2005) 4, pp. 576
Persistent link: https://www.econbiz.de/10007227025
Cover Image
American option pricing with discrete and continuous time models: An empirical comparison
Stentoft, Lars - In: Journal of empirical finance 18 (2011) 5, pp. 880-903
Persistent link: https://www.econbiz.de/10009801737