## Abstract A nonparametric method is introduced to accurately price American‐style contingent claims. This method uses only historical stock price data, not option price data, to generate the American option price. The accuracy of this method is tested in a controlled experimental environment unde
✦ LIBER ✦
Properties of American option prices
✍ Scribed by Erik Ekström
- Book ID
- 108265764
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 249 KB
- Volume
- 114
- Category
- Article
- ISSN
- 0304-4149
No coin nor oath required. For personal study only.
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