Asymptotic Normality for EMS Option Price Estimator with Continuous or Discontinuous Payoff Functions.

Zhushun Yuan Gemai Chen

Published in: Manag. Sci. (2009)

Keyphrases

payoff functions
continuous functions
rates of convergence
maximum likelihood
least squares
data sets
central limit theorem
confidence intervals
estimation algorithm
worst case
differential equations
markov random field
importance sampling
denoising
probabilistic model
video sequences
variance estimator
database