Asymptotic Distribution of the EMS Option Price Estimator

Jin-Chuan Duan, Geneviève Gauthier, Jean-Guy Simonato. Asymptotic Distribution of the EMS Option Price Estimator. Management Science, 47(8):1122-1132, 2001. [doi]

Authors

Jin-Chuan Duan

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Geneviève Gauthier

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Jean-Guy Simonato

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