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A nonparametric ACD model
Cosma, Antonio (contributor); Galli, Fausto (contributor) - 2006
Persistent link: https://www.econbiz.de/10003375845
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Early exercise decision in American options with dividends, stochastic volatility, and jumps
Cosma, Antonio; Galluccio, Stefano; Pederzoli, Paola; … - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 1, pp. 331-356
Persistent link: https://www.econbiz.de/10012195573