✦ LIBER ✦

Strong consistency of the empirical martingale simulation option price estimator

✍ Scribed by Zhu-shun Yuan; Ge-mai Chen

Book ID: 106301342
Publisher: Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year: 2009
Tongue: English
Weight: 274 KB
Volume: 25
Category: Article
ISSN: 0168-9673
DOI: 10.1007/s10255-008-8801-7

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