Jin-Chuan Duan, Geneviève Gauthier, Jean-Guy Simonato. Asymptotic Distribution of the EMS Option Price Estimator. Management Science, 47(8):1122-1132, 2001. [doi]
@article{DuanGS01,
title = {Asymptotic Distribution of the EMS Option Price Estimator},
author = {Jin-Chuan Duan and Geneviève Gauthier and Jean-Guy Simonato},
year = {2001},
doi = {10.1287/mnsc.47.8.1122.10234},
url = {http://dx.doi.org/10.1287/mnsc.47.8.1122.10234},
researchr = {https://researchr.org/publication/DuanGS01},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {47},
number = {8},
pages = {1122-1132},
}