Empirical tests of canonical nonparametric American option-pricing methods
Version of Record online: 29 JUL 2009
© 2009 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 30, Issue 6, pages 509–532, June 2010
How to Cite
Alcock, J. and Auerswald, D. (2010), Empirical tests of canonical nonparametric American option-pricing methods. J. Fut. Mark., 30: 509–532. doi: 10.1002/fut.20421
- Issue online: 29 MAR 2010
- Version of Record online: 29 JUL 2009
- Manuscript Accepted: MAY 2009
- Manuscript Received: APR 2009
- Australian Research Council. Grant Number: DP0663048
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