American options with stochastic dividends and volatility: a nonparametric investigation
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Publication:1969814
DOI10.1016/S0304-4076(99)00017-2zbMath1122.91323OpenAlexW1975750906MaRDI QIDQ1969814
Olivier Torrès, Jérôme B. Detemple, Eric Ghysels, Mark N. Broadie
Publication date: 19 March 2000
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(99)00017-2
Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)
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