Asymptotic Distribution of the EMS Option Price Estimator.
Jin-Chuan DuanGeneviève GauthierJean-Guy SimonatoPublished in: Manag. Sci. (2001)
Keyphrases
- large deviations
- maximum likelihood estimator
- maximum likelihood
- confidence intervals
- laplace transform
- asymptotic properties
- central limit theorem
- rates of convergence
- expected values
- importance sampling
- normal distribution
- random variables
- maximum a posteriori
- spatial distribution
- least squares
- error estimation
- probability distribution
- image segmentation
- decision making
- information systems
- learning algorithm
- genetic algorithm
- real time