Asymptotic Distribution of the EMS Option Price Estimator
| Year of publication: |
2001
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|---|---|
| Authors: | Duan, Jin-Chuan ; Gauthier, Geneviève ; Simonato, Jean-Guy |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 47.2001, 8, p. 1122-1132
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