Pages that link to "Item:Q1969814"
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The following pages link to American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814):
Displaying 18 items.
- Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
- Commodity derivatives pricing with cointegration and stochastic covariances (Q319797) (← links)
- Pricing American continuous-installment options under stochastic volatility model (Q482015) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- Nonparametric function estimation subject to monotonicity, convexity and other shape constraints (Q530593) (← links)
- Stochastic dividend yields and derivatives pricing in complete markets (Q867117) (← links)
- American option pricing under stochastic volatility: an efficient numerical approach (Q970136) (← links)
- Sequential Monte Carlo pricing of American-style options under stochastic volatility models (Q977632) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
- Canonical least-squares Monte Carlo valuation of American options: convergence and empirical pricing analysis (Q1719097) (← links)
- Econometric methods for derivative securities and risk management (Q1969812) (← links)
- Pricing and hedging long-term options (Q1969824) (← links)
- European option pricing model with generalized Ornstein-Uhlenbeck process under stochastic earning yield and stochastic dividend yield (Q2114280) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (Q2630081) (← links)
- BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS (Q2875727) (← links)
- American Option Valuation with Particle Filters (Q2917425) (← links)
