Asymptotic Distribution of the EMS Option Price Estimator

Management Science 2001 / 08 Vol. 47; Iss. 8

Asymptotic Distribution of the EMS Option Price Estimator

Duan, Jin-Chuan, Gauthier, Geneviève, Simonato, Jean-Guy
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Volume:
47
Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.47.8.1122.10234
Date:
August, 2001
File:
PDF, 219 KB
english, 2001
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