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On the Uniformly Minimum Variance Unbiased Estimators of the Variance and its Reciprocal of an Inverse Gaussian Distribution

The two-parameter inverse Gaussian distribution is found to have useful applications in a wide variety of fields. The uniformly minimum variance estimator of its mean is known and is the sample mean; ...
JSTOR Daily

On Unbiased Variance-Estimation with Various Multi-Stage Sampling Strategies

Durbin's (1953, 1967) and Des Raj's (1968) results are generalized to show that a general class of linear homogeneous unbiased estimators for a finite population total based on arbitrary sampling ...
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Unbiased Monte Carlo valuation of lookback, swing and barrier options with continuous monitoring under variance gamma models

We introduce fast and unbiased methods for Monte Carlo valuation of lookback, swing, and barrier options under variance gamma models. For the valuation of lookback and swing options, a procedure to ...