Valuation of the early-exercise price for options using simulations and nonparametric regression
- 1 December 1996
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 19 (1) , 19-30
- https://doi.org/10.1016/s0167-6687(96)00004-2
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
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- A Re-Examination of Traditional Hypotheses about the Term Structure of Interest RatesThe Journal of Finance, 1981