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Nonparametric estimation of American options’ exercise boundaries and call prices

✍ Scribed by Mark Broadie; Jérôme Detemple; Eric Ghysels; Olivier Torrès

Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 579 KB
Volume: 24
Category: Article
ISSN: 0165-1889
DOI: 10.1016/s0165-1889(99)00094-9

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