Jacques F. Carriere
- Valuation of the early-exercise price for options using simulations and nonparametric regression
1996/12/01 by Jacques F. Carriére, Jacques F. Carriere · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · Social Sciences · #Capital Investment and Risk Analysis #Computer science #Conditional expectation #Conditional probability distribution #Econometrics #Economics #Engineering #Finance #Insurance, Mortality, Demography, Risk Management #Mathematics #Nonparametric regression #Nonparametric statistics #Regression #Regression analysis #Spline (mechanical) #Statistics #Stochastic processes and financial applications #Valuation (finance)