THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS (Q4555849)
From MaRDI portal
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 |
Statements
THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS (English)
0 references
23 November 2018
0 references
optimal stopping time
0 references
early exercise premium
0 references
American put option
0 references
European put option
0 references
semi-parametric method
0 references
nonparametric method
0 references
0 references
0 references