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Browsing by Author « Broadie, Mark »

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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 5 to 7 of 7

 

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