Testing and mapping an empirical exercise boundary for the American put option
Year of publication: |
2021
|
---|---|
Authors: | Pimbley, Joseph M. |
Subject: | Derivatives | options | security analysis and valuation | quantitative methods | statistical methods | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Finanzanalyse | Financial analysis | Statistische Methode | Statistical method | Optionsgeschäft | Option trading | Statistische Methodenlehre | Statistical theory |
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