MathSciNet Relay Station
MathSciNet bibliographic data
MR1784575 (2001f:91041) 91B28 (62G05)
Broadie, Mark; Detemple, Jérôme; Ghysels, Eric; Torrès, Olivier Nonparametric estimation of American options' exercise boundaries and call prices. Computational aspects of complex securities. J. Econom. Dynam. Control 24 (2000), no. 11-12, 1829–1857.
For users without a MathSciNet license , Relay Station allows linking from MR numbers in online mathematical literature directly to electronic journals and original articles. Subscribers receive the added value of full MathSciNet reviews.

Username/Password Subscribers access MathSciNet here

AMS Home Page

American Mathematical Society American Mathematical Society
201 Charles Street
Providence, RI 02904-6248 USA
© Copyright 2015, American Mathematical Society
Privacy Statement