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Nonparametric Estimation of American Options’ Exercise Boundaries and Call Prices

Journal of Economic Dynamics and Control - Netherlands
doi 10.1016/s0165-1889(99)00094-9
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Categories
ControlApplied MathematicsOptimizationEconometricsEconomics
Date

October 1, 2000

Authors
Mark BroadieJérôme DetempleEric GhyselsOlivier Torrès
Publisher

Elsevier BV


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