//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"American options"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Generating random correlation...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Subject
All
American options
asymptotic approximation
12
Asymptotic approximation
7
Estimation theory
7
Schätztheorie
7
stochastic volatility
4
Mathematical programming
3
Mathematische Optimierung
3
maximum likelihood
3
misspecification-robust tests
3
model misspecification
3
Asymptotic Approximation
2
Binding Function
2
CAPM
2
Convex Variational Distance
2
Local Canonical Representation
2
Method of moments
2
Momentenmethode
2
Multi-stage
2
Nested Multinomial Logit
2
Optimal paths
2
Option pricing
2
Stochastic decision process
2
Stochastic process
2
Stochastischer Prozess
2
asset pricing
2
continuously updated GMM
2
jump-diffusion
2
Asset pricing
1
Autocorrelation
1
Autokorrelation
1
Bank lending
1
Betriebliche Standortwahl
1
Capacity planning
1
Caplet
1
Collateralized debt obligations
1
Computational statistics
1
Correlation
1
Credit risk
1
Decision
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
MEDVEDEV, Alexey
1
SCAILLET, Olivier
1
Published in...
All
Swiss Finance Institute Research Paper Series
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
We introduce a new analytical approach to price American options. Using an explicit and intuitive proxy for the exercise rule, we derive tractable pricing formulas using a short-ma...
MEDVEDEV, Alexey
;
SCAILLET, Olivier
Persistent link: https://www.econbiz.de/10005162971
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->