Asymptotic Distribution of the EMS Option Price Estimator (Q3114720)
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Language | Label | Description | Also known as |
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English | Asymptotic Distribution of the EMS Option Price Estimator |
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Asymptotic Distribution of the EMS Option Price Estimator (English)
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19 February 2012
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Monte Carlo
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empirical martingale simulation
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linear control
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variate options
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