American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation

• 成果类型: Meeting Abstract
• 署名作者: Broadie, Mark; Detemple, Jerome; Ghysels, Eric; Torres, Olivier
• 署名单位: Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
• 刊物名称: JOURNAL OF FINANCE
• ISSN/ISSBN: 0022-1082
• 发表日期: 1997
• 页码: 1214-1214