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"Asymptotic Distribution of the EMS Option Price Estimator."

Jin-Chuan Duan, Geneviève Gauthier, Jean-Guy Simonato (2001)

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DOI: 10.1287/MNSC.47.8.1122.10234

access: closed

type: Journal Article

metadata version: 2020-06-30

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  - journals/mansci/DuanGS01
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Jin-Chuan Duan, Geneviève Gauthier, Jean-Guy Simonato:
Asymptotic Distribution of the EMS Option Price Estimator. Manag. Sci. 47(8): 1122-1132 (2001)

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