1996•Insurance Mathematics and EconomicsRequires access

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

Jacques F. Carriére

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Key concepts: Conditional expectation, Econometrics, Nonparametric statistics, Nonparametric regression, Valuation (finance), Regression, Regression analysis, Spline (mechanical)

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Valuation of the early-exercise price for options using simulations and nonparametric regression — Research Paper | ScholarLens