Valuation of the early-exercise price for options using simulations and nonparametric regression
| Year of publication: |
1996
|
|---|---|
| Authors: | Carriere, Jacques F. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 19.1996, 1, p. 19-30
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