Empirical tests of canonical nonparametric American option-pricing methods
Year of publication: |
2010
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Authors: | Alcock, Jamie ; Auerswald, Diana |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 30.2010, 6, p. 509-533
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