A new control variate estimator for an Asian option (Q2431779): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Monte Carlo methods for security pricing / rank | |||
Normal rank | |||
Revision as of 21:00, 24 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new control variate estimator for an Asian option |
scientific article |
Statements
A new control variate estimator for an Asian option (English)
0 references
24 October 2006
0 references
control variate estimator
0 references
variance reduction technique
0 references
Monte Carlo simulation
0 references
option pricing
0 references
