Valuation of the early-exercise price for options using simulations and nonparametric regression
暂无分享,去创建一个
[1] David Siegmund,et al. Great expectations: The theory of optimal stopping , 1971 .
[2] S. Ross,et al. A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates , 1981 .
[3] L. Schumaker. Spline Functions: Basic Theory , 1981 .
[4] W. Cleveland,et al. Regression by local fitting: Methods, properties, and computational algorithms , 1988 .
[5] W. Cleveland,et al. Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting , 1988 .
[6] W. Härdle. Applied Nonparametric Regression , 1991 .
[7] Walter Schachermayer,et al. A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time , 1992 .
[8] K. S. Tan,et al. Early Exercise Regions for Exotic Options , 1995 .