Control variates and conditional Monte Carlo for basket and Asian options (Q2443219): Difference between revisions

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Latest revision as of 13:19, 7 July 2024

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Control variates and conditional Monte Carlo for basket and Asian options
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    Control variates and conditional Monte Carlo for basket and Asian options (English)
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    4 April 2014
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    basket options
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    Asian options
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    Monte Carlo simulation
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    control variate
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    conditional Monte Carlo
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