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Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes
Jérôme Detemple, René Garcia and Marcel Rindisbacher
A CIRANO Associate Researcher and Fellow since 1999, Marcel Rindisbacher is Associate Professor at the Questrom School of Business at Boston University. He is also Senior Associate Dean for Faculty & Resarch there.
Holding a Ph.D.in Economics from the Université de Montréal, his areas of specialization include financial economics, as well as mathematical finance and econometrics.