Manuscript entitled "Pricing American options by exercise rate optimization" as a feature in Quantitative Finance.

Manuscript entitled "Pricing American options by exercise rate optimization" accepted in Quantitative Finance, and will be run as a feature.

6/22/2020
Manuscript entitled "Pricing American options by exercise rate optimization" is accepted in Quantitative Finance, and will be run as a feature. The manuscript is authored by Christian Bayer, Raul Tempone, and Soren Wolfers. ‚Äč