Olivier Torres

Universite Catholique de Louvain

Place Montesquieu, 3

B-1348 Louvain-la-Neuve, 1348

Belgium

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Scholarly Papers (1)

1.

American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation

Posted: 14 Nov 1996
Columbia University - Columbia Business School - Decision Risk and Operations, Boston University - Department of Finance & Economics, University of North Carolina Kenan-Flagler Business School and Universite Catholique de Louvain

Abstract:

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