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Variance Optimality of Empirical Martingale Simulation Estimators

https://doi.org/10.2139/ssrn.4605168
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On Unbiased Estimation for Discretized Models
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Loss Functions in Option Valuation: A Framework for Selection
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Asymptotic Normality for EMS Option Price Estimator with Continuous or Discontinuous Payoff Functions
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Randomized Dimension Reduction for Monte Carlo Simulations
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Empirical Martingale Simulation for Asset Prices
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Asymptotic Distribution of the EMS Option Price Estimator
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A Jump-Diffusion Model for Option Pricing
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Large Sample Properties of Weighted Monte Carlo Estimators
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Multilevel Monte Carlo Path Simulation
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Unbiased Estimation with Square Root Convergence for SDE Models
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XVA Estimates with Empirical Martingale Simulation
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Loss Functions in Option Valuation: A Framework for Model Selection
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Unbiased Estimators and Multilevel Monte Carlo
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