Simulation-based Estimation of Contingent-claims Prices
Year of publication: |
2007-01
|
---|---|
Authors: | Phillips, Peter C.B. ; Yu, Jun |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Bias reduction | Bond pricing | Indirect inference | Option pricing | Simulation-based estimation |
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Simulation-based Estimation of Contingent-claims Prices
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