Simulation-based estimation of contingent-claims prices

Review of Financial Studies

Volumn 22, Issue 9, 2009, Pages 3669-3705

  Phillips, Peter C B ^a   Yu, Jun ^b  

^a YALE UNIVERSITY   (United States)

^b SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 71949112969     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhp009     Document Type: Article

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