American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814)
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scientific article; zbMATH DE number 1417427
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American options with stochastic dividends and volatility: a nonparametric investigation |
scientific article; zbMATH DE number 1417427 |
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American options with stochastic dividends and volatility: a nonparametric investigation (English)
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19 March 2000
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options pricing
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derivative securities
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OEX contract
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kernel estimation
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