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Browsing by Author « Broadie, Mark »

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American Capped Call Options on Dividend Paying Assets
Broadie, Mark; Detemple, Jérôme B.
Issue Date : 1994-01

American Options on Dividend-Paying Assets
Broadie, Mark; Detemple, Jérôme B.
Issue Date : 1996-03

American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation
Broadie, Mark; Detemple, Jérôme B.; Ghysels, Eric; Torrès, Olivier
Issue Date : 1996-10

American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods
Broadie, Mark; Detemple, Jérôme B.
Issue Date : 1994-09

Nonparametric Estimation of American Options Exercise Boundaries and Call Prices
Broadie, Mark; Detemple, Jérôme B.; Ghysels, Eric; Torrès, Olivier
Issue Date : 1996-09

Recent Advances in Numerical Methods for Pricing Derivative Securities
Broadie, Mark; Detemple, Jérôme B.
Issue Date : 1996-05

The Valuation of American Options on Multiple Assets
Broadie, Mark; Detemple, Jérôme B.
Issue Date : 1994-09

Showing results 1 to 7 of 7

 

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