Asymptotic Normality for EMS Option Price Estimator with Continuous or Discontinuous Payoff Functions (Q3117854)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Normality for EMS Option Price Estimator with Continuous or Discontinuous Payoff Functions |
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Asymptotic Normality for EMS Option Price Estimator with Continuous or Discontinuous Payoff Functions (English)
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1 March 2012
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empirical martingale simulation
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Monte Carlo
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Black-Scholes GARCH options
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regression analysis
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asymptotic normality
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coverage rate
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