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Valuation of the early-exercise price for options using simulations and nonparametric regression

1996/12/01 by Jacques F. Carriére, Jacques F. Carriere · 4 citations
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)

paper · doi:10.1016/s0167-6687(96)00004-2

crossref issued 1996/12/01 · crossref published 1996/12/01 · crossref published-print 1996/12/01 · openalex publication_date 1996/12/01 · crossref created 2002/07/25 · crossref deposited 2019/04/23 · openalex created_date 2025/10/10 · crossref indexed 2026/08/05 · openalex updated_date 2026/08/05

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