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

Jacques F. Carriere

Insurance: Mathematics and Economics, 1996, vol. 19, issue 1, 19-30

Date: 1996
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Insurance: Mathematics and Economics is currently edited by R. Kaas, Hansjoerg Albrecher, M. J. Goovaerts and E. S. W. Shiu

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