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Nonparametric estimation of American options' exercise boundaries and call prices
Broadie, Mark (contributor) - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1829-1857
Persistent link: https://www.econbiz.de/10001508777
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Model specification and risk premia : evidence from futures options
Broadie, Mark; Chernov, Mikhail; Johannes, Michael - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1453-1490
Persistent link: https://www.econbiz.de/10003477372
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Connecting discrete and continuous path-dependent options
Broadie, Mark; Glasserman, Paul; Kou, S. G. - In: Finance and stochastics 3 (1999) 1, pp. 55-82
Persistent link: https://www.econbiz.de/10001367460