American options with stochastic dividends and volatility: A nonparametric investigation
| Year of publication: |
2000
|
|---|---|
| Authors: | Broadie, Mark ; Detemple, Jerome ; Ghysels, Eric ; Torres, Olivier |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 94.2000, 1-2, p. 53-92
|
| Publisher: |
Elsevier |