Nonparametric estimation of American options' exercise boundaries and call prices
type: Item
instance of: scholarly article
title: Nonparametric estimation of American options' exercise boundaries and call prices
zbMATH Open document ID: 1032.91591
DOI: 10.1016/S0165-1889(99)00094-9
publication date: 2000-10-26T00:00:00Z
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 1521687
author: Mark Broadie
author: Jérôme Detemple
author: Eric Ghysels
author: Olivier Torrès
MaRDI profile type: Publication
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full work available at URL: s0165-1889(99)00094-9
OpenAlex ID: W2067016814
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 1521687