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Browsing by Author « Broadie, Mark »
Showing results 1 to 7 of 7
| American Capped Call Options on Dividend Paying Assets | | Broadie, Mark; Detemple, Jérôme B. | | Issue Date : 1994-01 |
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| American Options on Dividend-Paying Assets | | Broadie, Mark; Detemple, Jérôme B. | | Issue Date : 1996-03 |
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| American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation | | Broadie, Mark; Detemple, Jérôme B.; Ghysels, Eric; Torrès, Olivier | | Issue Date : 1996-10 |
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| American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods | | Broadie, Mark; Detemple, Jérôme B. | | Issue Date : 1994-09 |
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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 |
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| Recent Advances in Numerical Methods for Pricing Derivative Securities | | Broadie, Mark; Detemple, Jérôme B. | | Issue Date : 1996-05 |
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| The Valuation of American Options on Multiple Assets | | Broadie, Mark; Detemple, Jérôme B. | | Issue Date : 1994-09 |
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Showing results 1 to 7 of 7
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