Nonparametric estimation of American options' exercise boundaries and call prices
| Year of publication: |
2000
|
|---|---|
| Authors: | Broadie, Mark ; Detemple, Jerome ; Ghysels, Eric ; Torres, Olivier |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 24.2000, 11-12, p. 1829-1857
|
| Publisher: |
Elsevier |