THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS (Q4555849)
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scientific article; zbMATH DE number 6983642
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS |
scientific article; zbMATH DE number 6983642 |
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THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS (English)
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23 November 2018
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optimal stopping time
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early exercise premium
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American put option
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European put option
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semi-parametric method
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nonparametric method
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