Asymmetric Variance Reduction for Pricing American Options (Q3631186): Difference between revisions
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Latest revision as of 09:05, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymmetric Variance Reduction for Pricing American Options |
scientific article |
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Asymmetric Variance Reduction for Pricing American Options (English)
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5 June 2009
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American option
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Monte Carlo method
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hedging martingale
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