General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General multilevel Monte Carlo methods for pricing discretely monitored Asian options |
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General multilevel Monte Carlo methods for pricing discretely monitored Asian options (English)
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3 May 2021
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finance
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simulation
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Asian option
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multilevel Monte Carlo method
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variance reduction
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