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paper by Duan : "Empirical Martingale Simulation for Asset Prices", (with J.G. Simonato), 1998
Posted: April 7th, 2004, 5:55 am
by SPAAGG
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
paper by Duan : "Empirical Martingale Simulation for Asset Prices", (with J.G. Simonato), 1998
Posted: April 7th, 2004, 6:27 am
by kenzo
It's available at EconPapers but it's a working paper (October 1995).
paper by Duan : "Empirical Martingale Simulation for Asset Prices", (with J.G. Simonato), 1998
Posted: April 7th, 2004, 6:37 am
by SPAAGG
I found the site, but only the first 3 pages are available...any other proposal ?
paper by Duan : "Empirical Martingale Simulation for Asset Prices", (with J.G. Simonato), 1998
Posted: April 7th, 2004, 6:44 am
by kenzo
Erm.. strange. I've attached the paper, tell me if it works for you.
paper by Duan : "Empirical Martingale Simulation for Asset Prices", (with J.G. Simonato), 1998
Posted: April 7th, 2004, 6:58 am
by SPAAGG
Thanks! I have been able to open yours. Maybe you have special access ?Cheers,David