Asymptotic distribution of the EPMS estimator for financial derivatives pricing (Q1623433)
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scientific article; zbMATH DE number 6983918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution of the EPMS estimator for financial derivatives pricing |
scientific article; zbMATH DE number 6983918 |
Statements
Asymptotic distribution of the EPMS estimator for financial derivatives pricing (English)
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23 November 2018
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empirical \(P\)-martingale simulation
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Monte Carlo simulation
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option pricing
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