A general control variate method for option pricing under Lévy processes (Q132360): Difference between revisions

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Latest revision as of 01:32, 6 July 2024

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A general control variate method for option pricing under Lévy processes
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    368-377
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    September 2012
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    29 December 2012
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    A general control variate method for option pricing under Lévy processes (English)
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    finance
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    option pricing
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    Lévy processes
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    Monte Carlo simulation
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    control variate
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    numerical inversion
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