Nonparametric estimation of American options' exercise boundaries and call prices

Journal of Economic Dynamics and Control

Volumn 24, Issue 11-12, 2000, Pages 1829-1857

  Broadie, Mark ^a   Detemple, Jérôme ^b   Ghysels, Eric ^c   Torrès, Olivier ^d  

^a Och Spine at New York Presbyterian Hospitals   (United States)

^b BOSTON UNIVERSITY   (United States)

^c PENNSYLVANIA STATE UNIVERSITY   (United States)

^d UNIV LILLE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0141866122     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(99)00094-9     Document Type: Article

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