American options with stochastic dividends and volatility : a nonparametric investigation
Mark Broadie ...
| Year of publication: |
2000
|
|---|---|
| Other Persons: | Broadie, Mark (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 94.2000, 1/2, p. 53-92
|
| Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001437745