paper by Duan : "Empirical Martingale Simulation for Asset Prices", (with J.G. Simonato), 1998

SPAAGG · April 7th, 2004, 5:55 am

Hi !Does anyone have the following paper of Duan? Thanks in advanceEmpirical Martingale Simulation for Asset Prices", (with J.G. Simonato), 1998, Management Science 44(9), 1218-1233.David

kenzo · April 7th, 2004, 6:27 am

It's available at EconPapers but it's a working paper (October 1995).

SPAAGG · April 7th, 2004, 6:37 am

I found the site, but only the first 3 pages are available...any other proposal ?

kenzo · April 7th, 2004, 6:44 am

Erm.. strange. I've attached the paper, tell me if it works for you.

SPAAGG · April 7th, 2004, 6:58 am

Thanks! I have been able to open yours. Maybe you have special access ?Cheers,David