Empirical Martingale Simulation for Asset Prices
Year of publication: |
1998
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Authors: | Duan, Jin-Chuan ; 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. 44.1998, 9, p. 1218-1233
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