Asymptotic Distribution of the EMS Option Price Estimator (Q3114720)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Distribution of the EMS Option Price Estimator |
scientific article |
Statements
Asymptotic Distribution of the EMS Option Price Estimator (English)
0 references
19 February 2012
0 references
Monte Carlo
0 references
empirical martingale simulation
0 references
linear control
0 references
variate options
0 references